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~person:"Laurent, Sébastien"
~person:"Lieberman, Offer"
~subject:"Kapitaleinkommen"
~type_genre:"Working Paper"
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Kapitaleinkommen
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Laurent, Sébastien
Lieberman, Offer
Hecq, Alain W. J.
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Hoesli, Martin
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Palm, Franz C.
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Serrano, Camilo
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Bhardwaj, Geetesh
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Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
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ECONIS (ZBW)
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On the univariate representation of BEKK models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
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2012
Persistent link: https://www.econbiz.de/10009515469
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On the univariate representation of multivariate volatility models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2011
Persistent link: https://www.econbiz.de/10008840656
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