@techreport{b56f5a9640ed4ef0b6a8932d1ef51073,
title = "Studying co-movements in large multivariate models without multivariate modelling",
author = "G. Cubadda and A.W. Hecq and F.C. Palm",
year = "2007",
month = jan,
day = "1",
doi = "10.26481/umamet.2007032",
language = "English",
series = "METEOR Research Memorandum",
publisher = "METEOR, Maastricht University School of Business and Economics",
number = "032",
type = "WorkingPaper",
institution = "METEOR, Maastricht University School of Business and Economics",
}