DYNAMIC FACTOR MODELS (Q4471130)

From MaRDI portal
Revision as of 17:06, 6 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 2076118
Language Label Description Also known as
English
DYNAMIC FACTOR MODELS
scientific article; zbMATH DE number 2076118

    Statements

    title
    DYNAMIC FACTOR MODELS (English)
    0 references
    author
    Christian Gouriéroux
    0 references
    Joanna Jasiak
    0 references
    publication date
    18 June 2004
    0 references
    zbMATH Keywords
    Nonlinear dynamics
    0 references
    Factor models
    0 references
    Stochastic volatility
    0 references
    Moral hazard
    0 references
    Stable distributions
    0 references
    cites work
    Q4301585
    0 references

    Identifiers

    DOI
    10.1081/ETC-100106997
    0 references
    Mathematics Subject Classification ID
    62P20
    0 references
    91B30
    0 references
    62P05
    0 references
    zbMATH DE Number
    2076118
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4471130&oldid=34363481"
    Powered by MediaWiki