Sentana Iváñez, Enrique
The relation between conditionally heteroskedastic factor models and factor garch models .-- Madrid : Centro de Estudios Monetarios y Financieros [CEMFI] , 1997
.--14 p. 24 cm. .-- ( CEMFI working paper; 9719 ).
Resumen,bibliografía,conclusiones
MODELOS ECONOMETRICOS
MODELO ARCH
The relation between conditionally heteroskedastic factor models and factor garch models .-- Madrid : Centro de Estudios Monetarios y Financieros [CEMFI] , 1997
.--14 p. 24 cm. .-- ( CEMFI working paper; 9719 ).
Resumen,bibliografía,conclusiones
MODELOS ECONOMETRICOS
MODELO ARCH