Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Models.Versión Revisada
Enrique Sentana and
Gabriele Fiorentini
Working Papers from CEMFI
Abstract:
No abstract available.
Date: 1997
References: View references in EconPapers View complete reference list from CitEc
Citations:
Downloads: (external link)
https://www.cemfi.es/ftp/wp/9709.pdf (application/pdf)
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:cmf:wpaper:wp1997_9709
Access Statistics for this paper
More papers in Working Papers from CEMFI Contact information at EDIRC.
Bibliographic data for series maintained by Araceli Requerey ().