Testing for Common Conditionally Heteroskedastic Factors
Year of publication: |
2013
|
---|---|
Authors: | Dovonon, Prosper ; Renault, Eric |
Published in: |
Econometrica. - Econometric Society. - Vol. 81.2013, 6, p. 2561-2586
|
Publisher: |
Econometric Society |
Saved in:
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