A conditionally heteroskedastic independent factor model...

International Journal of Forecasting 2012 Vol. 28; Iss. 1

A conditionally heteroskedastic independent factor model with an application to financial stock returns

Antonio García-Ferrer, Ester González-Prieto, Daniel Peña
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Volume:
28
Year:
2012
Language:
english
Pages:
24
DOI:
10.1016/j.ijforecast.2011.02.010
File:
PDF, 464 KB
english, 2012
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