Template-type: ReDif-Paper 1.0
Author-Name: Hecq, A.W.
Author-workplace-name: Quantitative Economics
Author-Name: Palm, F.C.
Author-workplace-name: Quantitative Economics
Author-Name: Laurent, S.F.J.A.
Author-workplace-name: Quantitative Economics
Title: On the univariate representation of BEKK models with common factors
Series: METEOR Research Memorandum
Creation-Date: 20120101
Number: 018
File-URL: https://cris.maastrichtuniversity.nl/ws/files/543926/guid-72254d4e-903e-4cf5-a17c-6b801d0c8af2-ASSET1.0.pdf
File-Format: application/pdf
File-Size: 317458
Handle: Repec:unm:umamet:2012018
DOI: 10.26481/umamet.2012018