Identification, estimation and testing of conditionally heteroskedastic factor models
| Year of publication: |
2001
|
|---|---|
| Authors: | Sentana, Enrique ; Fiorentini, Gabriele |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 102.2001, 2, p. 143-164
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