On the univariate representation of multivariate volatility models with common factors

Alain Hecq, Sébastien Laurent and Franz Palm

No 11, Research Memorandum from Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)

Date: 2011-01-01
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Persistent link: https://EconPapers.repec.org/RePEc:unm:umamet:2011011

DOI: 10.26481/umamet.2011011

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