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Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks [journal article]
Source: Journal of Econometrics, 146 (2008) 1. p.10-
Hits 1-1 within 1 documents
Author(s): Sentana, Enrique; Calzolari, Giorgio; Fiorentini, Gabriele
Source: Journal of Econometrics, 146 (2008) 1. p.10-