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Stability conditions for heteroscedastic factor models with conditionally autoregressive betas

George Christodoulakis

Publication Data

Title Stability conditions for heteroscedastic factor models with conditionally autoregressive betas
Author George Christodoulakis
Contributors S. Satchell, Manchester Business School
Publisher Manchester Business School
Publication date 2006
Publication location Manchester
Language English

Descriptive Notes

Title from PDF title page (viewed on 23 Jun., 2010).

Topics

Economic forecasting :: Mathematical models
England

Catalogue Data

OBNB ID GBB076892
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 46 p.
P1042 Includes bibliographical references.

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Stability conditions for heteroscedastic factor models with conditionally autoregressive betas by George Christodoulakis. Published by Manchester Business School in 2006. Publication and catalogue information, links to buy online and reader comments.