Estimating stable latent factor models by indirect inference
type: Item
instance of: scholarly article
title: Estimating stable latent factor models by indirect inference
zbMATH Open document ID: 1452.62747
author: Giorgio Calzolari
author: Roxana Halbleib
published in: Journal of Econometrics
publication date: 2018-05-31T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60E07
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6877082
zbMATH Keywords: symmetric multivariate \(\alpha\)-stable distribution
zbMATH Keywords: latent factor models
zbMATH Keywords: indirect inference
zbMATH Keywords: multivariate Student's \(t\) distribution
zbMATH Keywords: discrete spectral measures
zbMATH Keywords: GARCH models
describes a project that uses: STABLE
MaRDI profile type: Publication
full work available at URL: j.jeconom.2018.03.014
OpenAlex ID: W3125218271
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DOI: 10.1016/J.JECONOM.2018.03.014
description: scientific article; zbMATH DE number 6877082