Stability conditions for heteroscedastic factor models with conditionally autoregressive betas (Q5495694): Difference between revisions

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Latest revision as of 17:05, 30 December 2024

scientific article; zbMATH DE number 6325662
Language Label Description Also known as
English
Stability conditions for heteroscedastic factor models with conditionally autoregressive betas
scientific article; zbMATH DE number 6325662

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    Stability conditions for heteroscedastic factor models with conditionally autoregressive betas (English)
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    6 August 2014
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    beta coefficient
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    evolution
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    factor models
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    forecasting
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    persistence
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    pricing
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    stability
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    stationarity
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