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~isPartOf:"Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration"
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Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
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On the univariate representation of multivariate volatility models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
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2011
Persistent link: https://www.econbiz.de/10008840656
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Common intraday periodicity
Hecq, Alain W. J.
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Laurent, Sébastien
;
Palm, Franz C.
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2011
Persistent link: https://www.econbiz.de/10008840658
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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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