Identification, estimation and testing of conditionally heteroskedastic factor models (Q5942680): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 23:45, 4 March 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
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
