Pages that link to "Item:Q1695673"

The following pages link to On the univariate representation of BEKK models with common factors (Q1695673):

Displaying 2 items.

• Generating univariate fractional integration within a large VAR(1) (Q1745615) (← links)
• Liquidity and volatility in the U.S. Treasury market (Q2190220) (← links)