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Biblio

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Filtres: Auteur est Alain Hecq  [Clear All Filters]
2018
Generating univariate fractional integration within a large VAR(1)Journal articleGuillaume Chevillon, Alain Hecq et Sébastien Laurent, Journal of Econometrics, Volume 204, Issue 1, pp. 54-65, 2018
2016
On the Univariate Representation of BEKK Models with Common FactorsJournal articleAlain Hecq, Franz C. Palm et Sébastien Laurent, Journal of Time Series Econometrics, Volume 8, Issue 2, pp. 91-113, 2016
2011
Common Intraday PeriodicityJournal articleSébastien Laurent, Alain Hecq et Franz C. Palm, Journal of Financial Econometrics, Volume 10, Issue 2, pp. 325-353, 2011