An  em-based algorithm for conditionally heteroskedastic factor models
By: Antonio Demos and Enrique Sentana.
Contributors: Sentana, Enrique.
Series: Financial Markets discussion paper series / London School of Economics, Financial Markets Group -- no.140; Financial Markets discussion paper(London School of Economics, Financial Markets Group) -- no.140.
Publisher: London School of Economics, Financial Markets Group
Published: 1992
Place of publication: London
Language: eng