Output details
10 - Mathematical Sciences
University of Strathclyde
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Output 0 of 0 in the submission
Article title
Determining the number of factors in a multivariate error correction–volatility factor model
Type
D - Journal article
Title of journal
Econometrics Journal
Article number
-
Volume number
12
Issue number
1
First page of article
45
ISSN of journal
1368-4221
Year of publication
2009
URL
-
Number of additional authors
1
Additional information
-
Interdisciplinary
Yes
Cross-referral requested
-
Research group
E - Stochastic Analysis (SA)
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-