Editorial: Dynamic factor models (Q2439042): Difference between revisions

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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+COINTEGRATION AND COMMON FACTORS
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+Multivariate Stochastic Variance Models
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+https://doi.org/10.1016/s0304-4076(03)00195-7
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+W2109131655
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