The relation between conditionally heteroskedastic factor models and factor garch models
By: Sentana Iváñez, Enrique
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Material type: 
TextSeries: CEMFI working paper; 9719.Publisher: Madrid Centro de Estudios Monetarios y Financieros [CEMFI] 1997Description: 14 p. 24 cm.Subject(s): MODELOS ECONOMETRICOS | MODELO ARCH
| Item type | Current location | Home library | Call number | Status | Notes | Date due | Barcode |
|---|---|---|---|---|---|---|---|
| Libros | IEF | c 1646-28466 (Browse shelf) | Available | CEMFI working paper | c 1646-28466 |
Resumen,bibliografía,conclusiones
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