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isPartOf:"Discussion paper"
subject:"Statistische Methodenlehre"
~isPartOf:"CEMMAP working papers / Centre for Microdata Methods and Practice"
~isPartOf:"CREATES research paper"
~person:"Callot, Laurent"
~subject:"Forecasting model"
~subject:"USA"
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Callot, Laurent
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Discussion paper
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CREATES research paper
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Tinbergen Institute Discussion Paper 14-147/III
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ECONIS (ZBW)
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Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2015
Persistent link: https://www.econbiz.de/10011516996
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Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders B.
;
Medeiros, Marcelo C.
-
2014
Persistent link: https://www.econbiz.de/10010433252
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