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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~accessRights:"free"
~isPartOf:"Economics letters"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Litvinova, Svetlana"
~person:"Pan, Guangming"
~subject:"Correlation"
~subject:"Forecasting model"
~subject:"Marcenko-Pastur Law"
~subject:"Statistical distribution"
~subject:"Zeitreihenanalyse"
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Volatility
Correlation
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Marcenko-Pastur Law
Statistical distribution
Zeitreihenanalyse
Estimation theory
7
Schätztheorie
7
Panel
3
Panel study
3
Statistische Verteilung
3
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3
Ausreißer
2
Bootstrap approach
2
Bootstrap-Verfahren
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Estimation
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Intermediate order statistic
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joint estimation
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marginal estimation
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Asymptotic normality
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Factor analysis
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Faktorenanalyse
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Litvinova, Svetlana
Pan, Guangming
Gao, Jiti
32
Hyndman, Rob J.
15
Peng, Bin
14
Martin, Gael M.
10
Dong, Chaohua
8
Poskitt, Donald Stephen
7
Yan, Yayi
5
Yang, Yanrong
5
Athanasopoulos, George
4
Koo, Bonsoo
4
Li, Degui
4
Linton, Oliver
4
Vahid, Farshid
4
Cai, Biqing
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Frazier, David T.
3
Grose, Simone D.
3
Jiang, Bin
3
Nadarajah, K.
3
Tjostheim, Dag
3
Bergmeir, Christoph
2
Cheng, Tingting
2
Dokumentov, Alexander
2
Forbes, Catherine Scipione
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Harris, David
2
Kew, Hsein
2
Liu, Fei
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Maneesoonthorn, Worapree
2
Panagiotelis, Anastasios
2
Phillips, Peter C. B.
2
Silvapulle, Mervyn J.
2
Silvapulle, Paramsothy
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Tu, Yundong
2
Yin, Jiying
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Zhang, Bo
2
Zhang, Xibin
2
Akram, Muhammad
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Anderson, Heather M.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Economics letters
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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Estimation and testing for high- dimensional near unit root time series
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
-
2020
Persistent link: https://www.econbiz.de/10012606951
Saved in:
2
Consistency of full-sample bootstrap for estimating high-quantile, tail probability, and tail index
Litvinova, Svetlana
;
Silvapulle, Mervyn J.
-
2020
Persistent link: https://www.econbiz.de/10012607652
Saved in:
3
Extent pursuit for cross-sectional dependence in large panels
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
;
Zhang, Bo
-
2019
Persistent link: https://www.econbiz.de/10012592809
Saved in:
4
Bootstrapping tail statistics: tail quantile process, Hill estimator, and confidence intervals for highquantiles of heavy tailed distributions
Litvinova, Svetlana
;
Silvapulle, Mervyn J.
-
2018
Persistent link: https://www.econbiz.de/10012583470
Saved in:
5
Cross-sectional independence test for a class of parametric panel data models
Pan, Guangming
;
Gao, Jiti
;
Yang, Yanrong
;
Guo, Meihui
-
2015
Persistent link: https://www.econbiz.de/10011781344
Saved in:
6
High dimensional correlation matrices : CLT and its applications
Gao, Jiti
;
Han, Xiao
;
Pan, Guangming
;
Yang, Yanrong
-
2014
Persistent link: https://www.econbiz.de/10011781035
Saved in:
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