Identification, estimation and testing of conditionally heteroskedastic factor models (Q5942680): Difference between revisions

From MaRDI portal
ReferenceBot (talk | contribs)
Changed an Item
Created claim: Wikidata QID (P12): Q128018416, #quickstatements; #temporary_batch_1722364966119
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/s0304-4076(01)00051-3 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3121542497 / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q128018416 / rank
 
Normal rank

Latest revision as of 20:04, 30 July 2024

scientific article; zbMATH DE number 1643356
Language Label Description Also known as
English
Identification, estimation and testing of conditionally heteroskedastic factor models
scientific article; zbMATH DE number 1643356

    Statements

    Identification, estimation and testing of conditionally heteroskedastic factor models (English)
    0 references
    0 references
    0 references
    24 January 2002
    0 references
    volatility
    0 references
    likelihood estimation
    0 references
    simultaneous equations
    0 references
    vector autoregressions
    0 references
    arbitrage pricing theory models
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references