Studying co-movements in large multivariate models without multivariate modelling

G. Cubadda, A.W. Hecq, F.C. Palm

Research output: Working paperProfessional

262 Downloads (Pure)
Original languageEnglish
Place of PublicationMaastricht
PublisherMETEOR, Maastricht University School of Business and Economics
Number of pages26
DOIs
Publication statusPublished - 1 Jan 2007

Publication series

SeriesMETEOR Research Memorandum
Number032

Cite this