The structure of generalized linear dynamic factor models

Citation

Deistler, M, Scherrer, W & Anderson, B 2015, 'The structure of generalized linear dynamic factor models', in Jan Beran, Yuanhua Feng, Hartmut Hebbel (ed.), Empirical Economic and Financial Research-Theory, Methods and Practice, Springer Science & Business Media, Cham, Switzerland, pp. 379-400.

Year

2015

Fields of Research

  • Financial Mathematics
  • Financial Mathematics

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