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On the univariate representation of BEKK models with common factors

Research output: Working paper / Preprint › Working paper

676 Downloads (Pure)
Original languageEnglish
Place of PublicationMaastricht
PublisherMETEOR, Maastricht University School of Business and Economics
Number of pages23
DOIs
Publication statusPublished - 1 Jan 2012

Publication series

SeriesMETEOR Research Memorandum
Number018

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