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isPartOf:"The econometrics journal"
~person:"Barigozzi, Matteo"
~person:"Hafner, Christian M."
~person:"Karanasos, Menelaos"
~subject:"Factor analysis"
~subject:"Kausalanalyse"
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Barigozzi, Matteo
Hafner, Christian M.
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Generalized dynamic factor models and volatilities : recovering the market volatility shocks
Barigozzi, Matteo
;
Hallin, Marc
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10011487491
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Causality and forecasting in temporally aggregated multivariate GARCH processes
Hafner, Christian M.
- In:
The econometrics journal
12
(
2009
)
1
,
pp. 127-146
Persistent link: https://www.econbiz.de/10003841978
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