On the univariate representation of BEKK models with common factors

A.W. Hecq, F.C. Palm, S.F.J.A. Laurent

Research output: Working paper / PreprintWorking paper

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Original languageEnglish
Place of PublicationMaastricht
PublisherMETEOR, Maastricht University School of Business and Economics
Number of pages23
Publication statusPublished - 1 Jan 2012

Publication series

SeriesMETEOR Research Memorandum

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