On the univariate representation of multivariate volatility models with common factors

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Original language	English
Place of Publication	Maastricht
Publisher	METEOR, Maastricht University School of Business and Economics
Number of pages	19
DOIs	https://doi.org/10.26481/umamet.2011011
Publication status	Published - 1 Jan 2011

Series	METEOR Research Memorandum
Number	011

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