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Market time and asset price movements : theory and estimation
Ghysels, Eric, (1995)
Modelling share price behaviour across time
Thompson, Spencer, (1999)
Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian, (2001)
The likehood function of conditionally heteroskedastic factor models
Sentana, Enrique, (2000)
The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique, (1998)
Econometric applications of positive rank-one modifications of the symmetric factorization of a positive semi-definite matrix
Sentana, Enrique, (1999)