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Stability conditions for heteroscedastic factor models with conditionally autoregressive betas

✍ Scribed by George A Christodoulakis; Stephen E Satchell

Book ID: 111040183
Publisher: John Wiley and Sons
Year: 2011
Tongue: English
Weight: 585 KB
Volume: 32
Category: Article
ISSN: 0143-9782
DOI: 10.1111/j.1467-9892.2010.00706.x

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