1. Generalized dynamic factor models and volatilities: recovering the market volatility shocks. Issue 1 (3rd November 2015) Authors: Barigozzi, Matteo; Hallin, Marc Journal: Econometrics journal Issue: Volume 19:Issue 1(2016) Page Start: C33 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗