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Factor Stochastic Volatility in Mean Models: A GMM Approach
Doz, Catherine
;
Renault, Eric
- In:
Econometric reviews
25
(
2006
)
2-3
,
pp. 275-310
Persistent link: https://www.econbiz.de/10007283043
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Factor stochastic volatility in mean models : a GMM approach
Doz, Catherine
;
Renault, Eric
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 275-309
Persistent link: https://www.econbiz.de/10003355766
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