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Central bank forex interventions assesses using realized moments
Beine, Michel; Laurent, Sébastien; Palm, Franz C. - 2003
Persistent link: https://www.econbiz.de/10001882686
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Central Bank forex interventions assessed using realized moments
Beine, Michel; Laurent, Sébastien; Palm, Franz C. - 2004
Persistent link: https://www.econbiz.de/10002059295
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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
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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
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Studying co-movements in large multivariate data prior to multivariate modelling
Cubadda, Gianluca; Hecq, Alain W. J.; Palm, Franz C. - In: Journal of econometrics 148 (2009) 1, pp. 25-35
Persistent link: https://www.econbiz.de/10003813089
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Central bank FOREX interventions assessed using realized moments
Beine, Michel; Laurent, Sébastien; Palm, Franz C. - In: Journal of international financial markets, … 19 (2009) 1, pp. 112-127
Persistent link: https://www.econbiz.de/10003797277
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Studying co-movements in large multivariate models without multivariate modelling
Cubadda, Gianluca; Hecq, Alain W. J.; Palm, Franz C. - 2007
Persistent link: https://www.econbiz.de/10003647580
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Macro-panels and reality
Cubadda, Gianluca; Hecq, Alain W. J.; Palm, Franz C. - In: Economics letters 99 (2008) 3, pp. 537-540
Persistent link: https://www.econbiz.de/10003726244
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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
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Macro-panels and reality
Cubadda, Gianluca; Hecq, Alain W. J.; Palm, Franz C. - 2007
Persistent link: https://www.econbiz.de/10003483216