On the univariate representation of BEKK models with common factors

Alain Hecq, Franz Palm and Sébastien Laurent

No 18, Research Memorandum from Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)

Date: 2012-01-01
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Related works:
Journal Article: On the Univariate Representation of BEKK Models with Common Factors (2016)
Working Paper: On the Univariate Representation of BEKK Models with Common Factors (2016)
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Persistent link: https://EconPapers.repec.org/RePEc:unm:umamet:2012018

DOI: 10.26481/umamet.2012018

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