Stability conditions for heteroscedastic factor models with conditionally autoregressive betas (Q5495694): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 21:41, 5 March 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 |
Statements
Stability conditions for heteroscedastic factor models with conditionally autoregressive betas (English)
0 references
6 August 2014
0 references
beta coefficient
0 references
evolution
0 references
factor models
0 references
forecasting
0 references
persistence
0 references
pricing
0 references
stability
0 references
stationarity
0 references
