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A conditionally heteroskedastic independent factor model with an application to financial stock returns

✍ Scribed by Antonio García-Ferrer; Ester González-Prieto; Daniel Peña

Book ID: 113648203
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 464 KB
Volume: 28
Category: Article
ISSN: 0169-2070
DOI: 10.1016/j.ijforecast.2011.02.010

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