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The Relation Between Conditionally Heteroskedastic Factor Models and Factor GARCH Models

✍ Scribed by Enrique Sentana

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

CONDITIONALLY HETEROSKEDASTIC FACTOR MOD

✍ Prosper Dovonon 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 361 KB

A conditionally heteroskedastic independ

✍ Antonio García-Ferrer; Ester González-Prieto; Daniel Peña 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 464 KB

Stability conditions for heteroscedastic

✍ George A Christodoulakis; Stephen E Satchell 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 585 KB

On the Relation Between the Linear Facto

✍ Peter F. Halpin; Conor V. Dolan; Raoul P. P. P. Grasman; Paul De Boeck 📂 Article 📅 2011 🏛 Springer 🌐 English ⚖ 372 KB

The relation between surface factor and

✍ Brenda Mason 📂 Article 📅 1975 🏛 Elsevier Science 🌐 English ⚖ 62 KB

On the relationship between the higher-o

✍ Yiu-Fai Yung; David Thissen; Lori D. McLeod 📂 Article 📅 1999 🏛 Springer 🌐 English ⚖ 986 KB