Template-type: ReDif-Paper 1.0
Author-Name: Hecq, A.W.
Author-workplace-name: Quantitative Economics
Author-Name: Laurent, S.F.J.A.
Author-workplace-name: Quantitative Economics
Author-Name: Palm, F.C.
Author-workplace-name: Quantitative Economics
Title: On the univariate representation of multivariate volatility models with common factors
Series: METEOR Research Memorandum
Creation-Date: 20110101
Number: 011
File-URL: https://cris.maastrichtuniversity.nl/ws/files/1706533/guid-e27a0855-ab9e-435a-aafa-4b9935933656-ASSET1.0.pdf
File-Format: application/pdf
File-Size: 404500
Handle: Repec:unm:umamet:2011011
DOI: 10.26481/umamet.2011011