Dynamic factor models
Year of publication: |
2001
|
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Authors: | Gouriéroux, Christian ; Jasiak, Joann |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 20.2001, 4, p. 385-424
|
Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Moral Hazard | Moral hazard | Theorie | Theory | Nichtlineare Dynamik | Nonlinear dynamics |
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