Stability conditions for heteroscedastic factor models with conditionally autoregressive betas
| Year of publication: |
2011
|
|---|---|
| Authors: | Christodoulakis, George A ; Satchell, Stephen E |
| Published in: |
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 32.2011, 5, p. 482-497
|
| Publisher: |
Wiley Blackwell |