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person:"Elpelt, Bärbel"
~isPartOf:"KBI"
~isPartOf:"Working paper"
~person:"Caporin, Massimiliano"
~person:"Croux, Christophe"
~person:"Herwartz, Helmut"
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Search: subject_exact:"Multivariates Verfahren"
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Multivariate Analyse
7
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5
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4
Robustes Verfahren
4
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3
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Elpelt, Bärbel
Caporin, Massimiliano
Croux, Christophe
Herwartz, Helmut
Claeskens, Gerda
4
Antonio, Katrien
2
Claeskens, G.
2
Gelper, Sarah
2
Kapetanios, George
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Verbelen, Roel
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Autin, F.
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Autin, Florent
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Bodnar, Taras
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Boudt, Kris
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1
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1
Cipollini, Andrea
1
Cooper, John C. B.
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Crabbe, Marjolein
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Dueker, Michael
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Fei, Yijie
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Filzmoser, Peter
1
Freyermuth, J.
1
Freyermuth, Jean-Marc
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Gatt, William
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Hubert, Mia
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ECONIS (ZBW)
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1
Volatility spillovers and heavy tails : a large t-Vector AutoRegressive approach
Barbaglia, Luca
;
Croux, Christophe
;
Wilms, Ines
-
2017
Persistent link: https://www.econbiz.de/10011799030
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2
An algorithm for the multivariate group lasso with covariance estimation
Wilms, I.
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011658494
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3
Robust exponential smoothing of multivariate time series
Croux, Christophe
;
Gelper, Sarah
;
Mahieu, Koen
-
2009
Persistent link: https://www.econbiz.de/10003982213
Saved in:
4
Robust M-estimation of multivariate conditionally heteroscedastic time series models with elliptical innovations
Boudt, Kris
(
contributor
);
Croux, Christophe
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003624500
Saved in:
5
Algorithms for projection-pursuit robust principal component analysis
Croux, Christophe
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003618494
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6
Multivariate out-of-sample tests for Granger causality
Gelper, Sarah
(
contributor
);
Croux, Christophe
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003572328
Saved in:
7
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562979
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