On the univariate representation of BEKK models with common factors
type: Item
instance of: scholarly article
title: On the univariate representation of BEKK models with common factors
zbMATH Open document ID: 1499.62305
author: Alain Hecq
author: Sébastien Laurent
author: Franz C. Palm
published in: Journal of Time Series Econometrics
publication date: 2018-02-07T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6835920
zbMATH Keywords: common GARCH
zbMATH Keywords: factor models
zbMATH Keywords: BEKK
zbMATH Keywords: final equations
MaRDI profile type: Publication
OpenAlex ID: W1499609031
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DOI: 10.1515/JTSE-2015-0002
description: scientific article; zbMATH DE number 6835920