The relation between conditionally heteroskedastic factor models and factor GARCH models (Q4415851): Difference between revisions
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Latest revision as of 15:45, 5 March 2024
scientific article; zbMATH DE number 1960966
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The relation between conditionally heteroskedastic factor models and factor GARCH models |
scientific article; zbMATH DE number 1960966 |
Statements
The relation between conditionally heteroskedastic factor models and factor GARCH models (English)
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7 August 2003
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asset pricing
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factor models
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multivariate ARCH
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volatility
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