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person:"Elpelt, Bärbel"
~person:"Caporin, Massimiliano"
~person:"Croux, Christophe"
~person:"Favero, Carlo A."
~person:"Herwartz, Helmut"
~subject:"Correlation"
~subject:"Kausalanalyse"
~subject:"Portfolio-Management"
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Search: subject_exact:"Multivariates Verfahren"
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Elpelt, Bärbel
Caporin, Massimiliano
Croux, Christophe
Favero, Carlo A.
Herwartz, Helmut
De Nard, Gianluca
7
Guidolin, Massimo
7
Koopman, Siem Jan
7
Ledoit, Olivier
7
Wolf, Michael
7
Engle, Robert F.
6
Graff, Michael
5
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5
Lucas, André
5
Ria, Federica
5
Schmidt, Rafael
5
Silvennoinen, Annastiina
5
Teräsvirta, Timo
5
Ballotta, Laura
4
Bisetti, Emilio
4
Fabozzi, Frank J.
4
Hafner, Christian M.
4
Kim, Young Shin
4
Memmel, Christoph
4
Nocera, Giacomo
4
Pesaran, Bahram
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Pesaran, M. Hashem
4
Shephard, Neil G.
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Tebaldi, Claudio
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Wehn, Carsten
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Creal, Drew
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Račev, Svetlozar T.
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Schmid, Wolfgang
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ECONIS (ZBW)
14
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11
A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices
Bonato, M.
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 761-774
Persistent link: https://www.econbiz.de/10009691781
Saved in:
12
Variance (non) causality in multivariate GARCH
Caporin, Massimiliano
- In:
Econometric reviews
26
(
2007
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10003509003
Saved in:
13
Flexible dynamic conditional correlation multivariate GARCH models for asset allocation
Billio, Monica
;
Caporin, Massimiliano
;
Gobbo, Michele
- In:
Applied financial economics letters
2
(
2006
)
2
,
pp. 123-130
Persistent link: https://www.econbiz.de/10003302525
Saved in:
14
Flexible dynamic consitional correlation multivariate GARCH models for asset allocation
Billio, Monica
(
contributor
);
Gobbo, Michele
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003376752
Saved in:
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