Factor Stochastic Volatility in Mean Models: A GMM Approach (Q5485106): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/07474930600713325 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2074705079 / rank | |||
Normal rank |
Revision as of 21:45, 19 March 2024
scientific article; zbMATH DE number 5050406
Language | Label | Description | Also known as |
---|---|---|---|
English | Factor Stochastic Volatility in Mean Models: A GMM Approach |
scientific article; zbMATH DE number 5050406 |
Statements
Factor Stochastic Volatility in Mean Models: A GMM Approach (English)
0 references
28 August 2006
0 references
asset pricing
0 references
common features
0 references
conditional factor models
0 references
generalized method of moments
0 references
multivariate conditional heteroskedasticity
0 references
multiperiod conditional moment restrictions
0 references
stochastic volatility
0 references