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Long Memory Through Marginaliz...
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Hecq, Alain W. J.
124
Laurent, Sébastien
97
Chevillon, Guillaume
56
Cubadda, Gianluca
41
Urbain, Jean-Pierre
38
Palm, Franz C.
36
Hecq, Alain
30
Beine, Michel
23
Götz, Thomas B.
16
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12
Telg, Sean
12
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11
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11
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10
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10
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10
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10
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9
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8
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8
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8
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7
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6
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6
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6
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6
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6
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5
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5
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5
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5
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4
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4
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4
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12
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12
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10
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9
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8
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7
Economics letters
7
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7
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5
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5
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5
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4
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4
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4
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ECONIS (ZBW)
247
RePEc
34
BASE
7
EconStor
6
Other ZBW resources
3
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Long memory through marginalization of large systems and hidden cross-section dependence
Chevillon, Guillaume
;
Hecq, Alain W. J.
;
Laurent, Sébastien
-
2015
Persistent link: https://www.econbiz.de/10011350587
Saved in:
2
Long memory through marginalization of large systems and hidden cross-section dependence
Chevillon, Guillaume
;
Hecq, Alain W. J.
;
Laurent, Sébastien
-
2015
Persistent link: https://www.econbiz.de/10011339862
Saved in:
3
Generating univariate fractional integration within a large VAR(1)
Chevillon, Guillaume
;
Hecq, Alain W. J.
;
Laurent, Sébastien
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 54-65
Persistent link: https://www.econbiz.de/10011974715
Saved in:
4
On the univariate representation of multivariate volatility models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2011
Persistent link: https://www.econbiz.de/10008840656
Saved in:
5
Common intraday periodicity
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2011
Persistent link: https://www.econbiz.de/10008840658
Saved in:
6
On the univariate representation of BEKK models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2012
Persistent link: https://www.econbiz.de/10009515469
Saved in:
7
Common intraday periodicity
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 235-353
Persistent link: https://www.econbiz.de/10009540539
Saved in:
8
On the univariate representation of BEKK models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
- In:
Journal of time series econometrics
8
(
2016
)
2
,
pp. 91-113
Persistent link: https://www.econbiz.de/10011582755
Saved in:
9
Does seasonal adjustment induce common cycles?
Hecq, Alain W. J.
-
1997
Persistent link: https://www.econbiz.de/10000989788
Saved in:
10
Does seasonal adjustment induce common cycles?
Hecq, Alain W. J.
- In:
Economics letters
59
(
1998
)
3
,
pp. 289-297
Persistent link: https://www.econbiz.de/10001242932
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