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Long Memory Through Marginaliz...
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128
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107
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49
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34
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32
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27
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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
L' impact du changement de définition de l'indice des prix de gros en Belgique sur la causalité prix de gros, prix de détail
Hecq, Alain W. J.
- In:
Cahiers économiques de Bruxelles
(
1992
),
pp. 491-514
Persistent link: https://www.econbiz.de/10001140336
Saved in:
10
Does seasonal adjustment induce common cycles?
Hecq, Alain W. J.
-
1997
Persistent link: https://www.econbiz.de/10000989788
Saved in:
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