Stability conditions for heteroscedastic factor models with conditionally autoregressive betas (Q5495694)
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scientific article; zbMATH DE number 6325662
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability conditions for heteroscedastic factor models with conditionally autoregressive betas |
scientific article; zbMATH DE number 6325662 |
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Stability conditions for heteroscedastic factor models with conditionally autoregressive betas (English)
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6 August 2014
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beta coefficient
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evolution
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factor models
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forecasting
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persistence
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pricing
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stability
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stationarity
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