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About this Economics, Econometrics and Finance article
A Conditionally Heteroskedastic Independent Factor Model with an Application to Financial Stock Returns by Antonio García-Ferrer; Ester González-Prieto; Daniel Peña is a Economics, Econometrics and Finance article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Antonio García-Ferrer; Ester González-Prieto; Daniel Peña
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0169-2070)
- Published
- 2012
- Language
- EN
- Field
- Economics, Econometrics and Finance (Social Sciences)
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