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DYNAMIC FACTOR MODELS - MaRDI portal

DYNAMIC FACTOR MODELS (Q4471130)

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scientific article; zbMATH DE number 2076118
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DYNAMIC FACTOR MODELS
scientific article; zbMATH DE number 2076118

    Statements

    title
    DYNAMIC FACTOR MODELS (English)
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    DOI
    10.1081/ETC-100106997
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    author
    Christian Gouriéroux
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    Joanna Jasiak
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    publication date
    18 June 2004
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    Mathematics Subject Classification ID
    62P20
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    91B30
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    62P05
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    zbMATH DE Number
    2076118
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    zbMATH Keywords
    Nonlinear dynamics
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    Factor models
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    Stochastic volatility
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    Moral hazard
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    Stable distributions
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    cites work
    Q4301585
    0 references
     
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