DYNAMIC FACTOR MODELS (Q4471130)
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scientific article; zbMATH DE number 2076118
Language | Label | Description | Also known as |
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English | DYNAMIC FACTOR MODELS |
scientific article; zbMATH DE number 2076118 |
Statements
DYNAMIC FACTOR MODELS (English)
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18 June 2004
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Nonlinear dynamics
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Factor models
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Stochastic volatility
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Moral hazard
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Stable distributions
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