Identification, estimation and testing of conditionally heteroskedastic factor models

Author(s)

• Sentana, Enrique
• Fiorentini, Gabriele
• Instituto Valenciano de Investigaciones Económicas

Bibliographic Information

Identification, estimation and testing of conditionally heteroskedastic factor models

Enrique Sentana and Gabriele Fiorentini

（A discusión, WP-AD 97-22）

Instituto Valenciano de Investigaciones Económicas, 1997

Note

Includes bibliographical references (p. 43-44)

Details

• NCID: BA34113985
• ISBN:
  • 8448216040
• Country Code: sp
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Valencia
• Pages/Volumes: 48 p.
• Size: 24 cm
• Parent Bibliography ID:
  • BA23042546