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%T Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks %A Sentana, Enrique %A Calzolari, Giorgio %A Fiorentini, Gabriele %J Journal of Econometrics %N 1 %P 10- %V 146 %D 2008 %K ARCH; Idiosyncratic risk; Inequality constraints; Kalman filter; Sequential estimators; Simulation estimators; Volatility %= 2010-09-24T13:37:00Z %~ http://www.peerproject.eu/ %> https://nbn-resolving.org/urn:nbn:de:0168-ssoar-163968 %C NLD %G en %9 journal article %W GESIS - http://www.gesis.org %~ SSOAR - http://www.ssoar.info