Studying co-movements in large multivariate models without multivariate modelling

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Original language	English
Place of Publication	Maastricht
Publisher	METEOR, Maastricht University School of Business and Economics
Number of pages	26
DOIs	https://doi.org/10.26481/umamet.2007032
Publication status	Published - 1 Jan 2007

Series	METEOR Research Memorandum
Number	032

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title = "Studying co-movements in large multivariate models without multivariate modelling",

author = "G. Cubadda and A.W. Hecq and F.C. Palm",

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