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person:"Audrino, Francesco"
type_genre:"Arbeitspapier"
~person:"Cubadda, Gianluca"
~subject:"Multivariate analysis"
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Audrino, Francesco
Cubadda, Gianluca
Härdle, Wolfgang
7
Shephard, Neil G.
7
Amengual, Dante
4
Fiorentini, Gabriele
4
Sentana, Enrique
4
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Bunke, Olaf
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CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
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ECONIS (ZBW)
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Dimension reduction for high dimensional vector autoregressive models
Cubadda, Gianluca
;
Hecq, Alain W. J.
-
2022
Persistent link: https://www.econbiz.de/10013257768
Saved in:
2
Reduced rank regression models in economics and finance
Cubadda, Gianluca
;
Hecq, Alain W. J.
-
2021
Persistent link: https://www.econbiz.de/10013257759
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3
A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674253
Saved in:
4
A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco
;
Trojani, Fabio
-
2007
-
Rev. version
Persistent link: https://www.econbiz.de/10003514621
Saved in:
5
A general multivariate threshold GARCH model with dynamic conditional correlations
Trojani, Fabio
;
Audrino, Francesco
-
2005
Persistent link: https://www.econbiz.de/10002771808
Saved in:
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