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person:"Chen, Xiaohong"
type_genre:"Working Paper"
~isPartOf:"Working papers / Universitat Pompeu Fabra, Department of Economics and Business"
~language:"eng"
~person:"Lechner, Michael"
~person:"Pesaran, M. Hashem"
~person:"Wolf, Michael"
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Chen, Xiaohong
Lechner, Michael
Pesaran, M. Hashem
Wolf, Michael
Lugosi, Gábor
8
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5
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4
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Honey, I shrunk the sample covariance matrix
Ledoit, Olivier
(
contributor
);
Wolf, Michael
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002055527
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Improved nonparametric confidence intervals in time series regressions
Romano, Joseph P.
(
contributor
);
Wolf, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001697178
Saved in:
3
Flexible multivariate GARCH modeling with an application to international stock markets
Ledoit, Olivier
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625994
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