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subject:"Börsenkurs"
~subject:"Correlation"
~subject:"Statistische Verteilung"
~type_genre:"Graue Literatur"
~type_genre:"Thesis"
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On testing for diagonality of large dimensional covariance matrices
Kapetanios, George
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002403217
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