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Items where Author is "Hallin, Mark"

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Barigozzi, Matteo and Hallin, Mark (2015) Generalized dynamic factor models and volatilities: recovering the market volatility shocks. Econometrics Journal, 19 (1). C33-C60. ISSN 1368-4221

This list was generated on Fri Mar 29 05:32:42 2024 GMT.