Estimating stable latent factor models by indirect inference (Q1754526)
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scientific article; zbMATH DE number 6877082
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| English | Estimating stable latent factor models by indirect inference |
scientific article; zbMATH DE number 6877082 |
Statements
Estimating stable latent factor models by indirect inference (English)
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31 May 2018
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symmetric multivariate \(\alpha\)-stable distribution
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latent factor models
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indirect inference
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multivariate Student's \(t\) distribution
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discrete spectral measures
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GARCH models
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0.8475320339202881
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0.8285437226295471
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0.809984028339386
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0.7944918274879456
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0.789128303527832
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