Items where Author is "Veredas, David"

Barigozzi, Matteo, Gallo, Giampiero M., Brownlees, Christian T. and Veredas, David (2014) Disentangling systematic and idiosyncratic dynamics in panels of volatility measures. Journal of Econometrics, 182 (2). pp. 364-384. ISSN 0304-4076

Barigozzi, Matteo, Halbleib-Chiriac, Roxana and Veredas, David (2012) Which model to match? Working paper (4). European Center for Advanced Research in Economics and Statistics, Bruxelles, Belgium.

Barigozzi, Matteo, Brownlees, Christian T., Gallo, Giampiero M. and Veredas, David (2010) Disentangling systematic and idiosyncratic risk for large panels of assets. ECARES working paper (2010‐019). Université Libre de Bruxelles, Brussels, Belgium.