Original language | English |
---|---|
Pages (from-to) | 91-113 |
Journal | Journal of Time Series Econometrics |
Volume | 8 |
Issue number | 2 |
DOIs | |
Publication status | Published - Jul 2016 |
Keywords
- common GARCH
- factor models
- BEKK
- final equations
Alain Hecq, Sebastien Laurent, Franz C. Palm
Research output: Contribution to journal › Article › Academic › peer-review
Original language | English |
---|---|
Pages (from-to) | 91-113 |
Journal | Journal of Time Series Econometrics |
Volume | 8 |
Issue number | 2 |
DOIs | |
Publication status | Published - Jul 2016 |