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~person:"Barrio, Eustasio del"
~person:"Farhat, Abdeljelil"
~person:"Veredas, David"
~person:"Zaffaroni, Paolo"
~subject:"Volatility"
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Barrio, Eustasio del
Farhat, Abdeljelil
Veredas, David
Zaffaroni, Paolo
Hallin, Marc
19
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Time series in high dimensions : the general dynamic factor model
Hallin, Marc
(
ed.
);
Lippi, Marco
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012002347
Saved in:
2
Market liquidity as dynamic factors
Hallin, Marc
;
Mathias, Charles
;
Pirotte, Hugues
; …
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 42-50
Persistent link: https://www.econbiz.de/10009270591
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