Asymptotic theory for a factor garch model

Econometric Theory

Volumn 25, Issue 2, 2009, Pages 336-363

  Hafner, Christian M ^a   Preminger, Arie ^b  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^b UNIVERSITY OF HAIFA   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 68949221343     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466608090117     Document Type: Article

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