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The relation between conditionally heteroskedastic factor models and factor garch models

By: Sentana Iváñez, Enrique.
Material type: TextTextSeries: CEMFI working paper; 9719.Publisher: Madrid Centro de Estudios Monetarios y Financieros [CEMFI] 1997Description: 14 p. 24 cm.Subject(s): MODELOS ECONOMETRICOS | MODELO ARCH
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