Título:

A Mixture-Distribution Factor Model for Multivariate Outliers

Autor:

Iliyan Georgiev (U Nova)

Revista:

Econometrics Journal

Ano:

2007

Volume:

10

Páginas:

605-636

Códigos JEL:

C32 - Time-Series Models
E43 - Determination of Interest Rates; Term Structure of Interest Rates
G12 - Asset Pricing; Trading volume; Bond Interest Rates