An EM Algorithm for Conditionally Heteroscedastic Factor...

An EM Algorithm for Conditionally Heteroscedastic Factor Models

Demos, Antonis, Sentana, Enrique
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Volume:
16
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.1998.10524775
Date:
July, 1998
File:
PDF, 955 KB
english, 1998
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