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Journal of Econometrics
Discussion paper / Center for Economic Research, Tilburg University
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Dynamic factor models
Croux, Christophe
;
Renault, Eric
;
Werker, Bas
- In:
Journal of Econometrics
119
(
2004
)
2
,
pp. 223-230
Persistent link: https://www.econbiz.de/10005285684
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Closing the GARCH gap: Continuous time GARCH modeling
Drost, Feike C.
;
Werker, Bas J. M.
- In:
Journal of Econometrics
74
(
1996
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10005115487
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