Identification of multivariate conditionally heteroskedastic factor models

Identification of multivariate conditionally ...
Enrique Sentana, Enrique Senta ...
Locate

My Reading Lists:

Create a new list

Check-In

×Close
Add an optional check-in date. Check-in dates are used to track yearly reading goals.
Today


Buy this book

Last edited by WorkBot
December 11, 2009 | History

Identification of multivariate conditionally heteroskedastic factor models

This work doesn't have a description yet. Can you add one?

Publish Date
Language
English

Buy this book

Book Details


Edition Notes

Published in
London
Series
Financial Markets discussion paper series / London School of Economics, Financial Markets Group -- no.139, Financial Markets discussion paper (London School of Economics, Financial Markets Group) -- no.139.

Edition Identifiers

Open Library
OL13971361M

Work Identifiers

Work ID
OL10651548W

Community Reviews (0)

No community reviews have been submitted for this work.

Lists

This work does not appear on any lists.

History

Download catalog record: RDF / JSON
December 11, 2009 Created by WorkBot add works page