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"GARCH-type factor model."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

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Yuanbo Li, Chi Tim Ng, Chun Yip Yau (2022)

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DOI: 10.1016/J.JMVA.2022.105001

access: closed

type: Journal Article

metadata version: 2022-06-28

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Yuanbo Li, Chi Tim Ng, Chun Yip Yau:
GARCH-type factor model. J. Multivar. Anal. 190: 105001 (2022)

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last updated on 2022-06-28 21:08 CEST by the dblp team

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