Artigo
- 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
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