Sentana Iváñez, Enrique
Identification, estimation and testing of conditionally heteroskedastic factor models .-- Madrid : Centro de Estudios Monetarios y Financieros [CEMFI] , 1997
.--41 p. graf. 22 cm. .-- ( CEMFI working papers;9709 ).
Resumen,conclusiones,apéndice,bibliografía
MODELOS MATEMATICOS
Fiorentini, Gabriele
Identification, estimation and testing of conditionally heteroskedastic factor models .-- Madrid : Centro de Estudios Monetarios y Financieros [CEMFI] , 1997
.--41 p. graf. 22 cm. .-- ( CEMFI working papers;9709 ).
Resumen,conclusiones,apéndice,bibliografía
MODELOS MATEMATICOS
Fiorentini, Gabriele