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person:"Bollerslev, Tim"
subject:"Volatility"
~person:"Croux, Christophe"
~subject:"Robustes Verfahren"
~subject:"Share price"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
~type_genre:"Non-commercial literature"
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Robustes Verfahren
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38
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22
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13
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Bollerslev, Tim
Croux, Christophe
Härdle, Wolfgang
61
Phillips, Peter C. B.
42
Pesaran, M. Hashem
39
Gao, Jiti
36
Franses, Philip Hans
32
Koopman, Siem Jan
32
Gouriéroux, Christian
31
Johansen, Søren
29
Swanson, Norman R.
28
Lütkepohl, Helmut
25
Linton, Oliver
24
Nielsen, Morten Ørregaard
24
Imbens, Guido
23
Lucas, André
23
Maravall Herrero, Agustín
23
Teräsvirta, Timo
23
Brännäs, Kurt
22
Sibbertsen, Philipp
21
Kapetanios, George
19
Kohn, Robert
19
McAleer, Michael
19
Spokojnyj, Vladimir G.
19
Heckman, James J.
18
Kleibergen, Frank
18
Nielsen, Bent
18
Robert, Christian P.
18
Stahlecker, Peter
18
Monfort, Alain
17
Breitung, Jörg
16
Dette, Holger
16
Diebold, Francis X.
16
Koop, Gary
16
Sentana, Enrique
16
Zakoïan, Jean-Michel
16
Giles, David E. A.
15
Newey, Whitney K.
15
Sheather, Simon J.
15
Angrist, Joshua D.
14
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14
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16
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
6
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2
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1
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1
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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ECONIS (ZBW)
29
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1
Robust estimation of linear state space models
Crevits, Ruben
;
Croux, Christophe
-
2017
Persistent link: https://www.econbiz.de/10011799036
Saved in:
2
An algorithm for the multivariate group lasso with covariance estimation
Wilms, I.
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011658494
Saved in:
3
Sparse partial robust M regression
Hoffmann, Irene
;
Serneels, Sven
;
Filzmoser, Peter
; …
-
2015
Persistent link: https://www.econbiz.de/10011290635
Saved in:
4
Robust and sparse estimation of the inverse covariance matrix using rank correlation measures
Croux, Christophe
;
Öllerer, Viktoria
-
2015
Persistent link: https://www.econbiz.de/10011290636
Saved in:
5
Detecting time variation in the price puzzle : an improved prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485677
Saved in:
6
Robust sparse canonical correlation analysis
Wilms, Ines
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485679
Saved in:
7
Robust high-dimensional precision matrix estimation
Öllerer, Viktoria
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485683
Saved in:
8
Sparse least trimmed squares regression
Alfons, Andreas
;
Croux, Christophe
;
Gelper, Sarah
-
2011
Persistent link: https://www.econbiz.de/10009377551
Saved in:
9
Sparse and robust factor modelling
Croux, Christophe
;
Exterkate, Peter
-
2011
Persistent link: https://www.econbiz.de/10009720758
Saved in:
10
Jump robust daily covariance estimation by disentangling variance and correlation components
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989131
Saved in:
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