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person:"Elpelt, Bärbel"
~person:"Carriero, Andrea"
~person:"Landsman, Zinoviy"
~person:"Shephard, Neil G."
~subject:"Estimation theory"
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Search: subject_exact:"Multivariates Verfahren"
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Estimation theory
Multivariate Analyse
40
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Elpelt, Bärbel
Carriero, Andrea
Landsman, Zinoviy
Shephard, Neil G.
Härdle, Wolfgang
9
Teräsvirta, Timo
8
Claeskens, Gerda
6
Hafner, Christian M.
6
Silvennoinen, Annastiina
6
Amengual, Dante
5
Audrino, Francesco
5
Barndorff-Nielsen, Ole E.
5
Croux, Christophe
5
Fiorentini, Gabriele
5
Hansen, Peter Reinhard
5
Lunde, Asger
5
Sentana, Enrique
5
Sheppard, Kevin
5
Trojani, Fabio
5
Antonio, Katrien
4
Asai, Manabu
4
Boudt, Kris
4
Chen, Xiaohong
4
Cubadda, Gianluca
4
Dominicy, Yves
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Fan, Yanqin
4
Hallin, Marc
4
Herwartz, Helmut
4
Ilmonen, Pauliina
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Laxton, Douglas
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Nelson, Daniel B.
4
Noureldin, Diaa
4
Perote, Javier
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Verstyuk, Sergiy
4
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3
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3
Chan, Joshua
3
Chao, Shih-Kang
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Chernozhukov, Victor
3
Doucet, Arnaud
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Department of Economics discussion paper series / University of Oxford
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
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2
Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
-
2012
Persistent link: https://www.econbiz.de/10009531407
Saved in:
3
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531527
Saved in:
4
Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
-
2012
Persistent link: https://www.econbiz.de/10009532682
Saved in:
5
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532730
Saved in:
6
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2009
Persistent link: https://www.econbiz.de/10003854421
Saved in:
7
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003807445
Saved in:
8
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003818473
Saved in:
9
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
10
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 149-169
Persistent link: https://www.econbiz.de/10009270667
Saved in:
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