DYNAMIC FACTOR MODELS (Q4471130)

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scientific article; zbMATH DE number 2076118
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DYNAMIC FACTOR MODELS
scientific article; zbMATH DE number 2076118

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    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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