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subject:"Portfolio selection"
type_genre:"Multi-volume publication"
~person:"Hallin, Marc"
~subject:"Management"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
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Portfolio selection
Management
Zeitreihenanalyse
Theorie
44
Theory
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28
Factor analysis
10
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10
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8
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Hallin, Marc
Koopman, Siem Jan
68
Gil-Alaña, Luis A.
67
Franses, Philip Hans
63
Caporale, Guglielmo Maria
57
Härdle, Wolfgang
50
Lucas, André
50
Phillips, Peter C. B.
46
Pesaran, M. Hashem
45
Maravall Herrero, Agustín
40
Dijk, Herman K. van
38
McAleer, Michael
37
Sibbertsen, Philipp
37
Lütkepohl, Helmut
34
Kunst, Robert M.
33
Koop, Gary
32
Platen, Eckhard
32
Feng, Yuanhua
31
Teräsvirta, Timo
31
Marcellino, Massimiliano
30
Hyndman, Rob J.
29
Schmid, Wolfgang
29
Timmermann, Allan
29
Beran, Jan
28
Uppal, Raman
27
Swanson, Norman R.
26
Bauwens, Luc
24
Gouriéroux, Christian
24
Sentana, Enrique
24
Dijk, Dick van
21
Gollier, Christian
21
Hassler, Uwe
21
Lux, Thomas
21
Campbell, John Y.
20
Vries, Casper G. de
20
Fried, Roland
19
Johansen, Søren
19
Maurer, Raimond
19
Robinson, Peter M.
19
Saikkonen, Pentti
19
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
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19
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3
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ECONIS (ZBW)
28
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1
Dynamic factor models: a genealogy
Barigozzi, Matteo
;
Hallin, Marc
-
2023
Persistent link: https://www.econbiz.de/10014391458
Saved in:
2
Manfred Deistler and the general dynamic factor model approach to the analysis of high-dimensional time series
Hallin, Marc
-
2022
Persistent link: https://www.econbiz.de/10013415114
Saved in:
3
Center-outward rank- and sign-based VARMA Portmanteau tests
Hallin, Marc
;
Liu, Hang
-
2022
Persistent link: https://www.econbiz.de/10013369883
Saved in:
4
Center-outward sign- and rank-based quadrant, spearman, and Kendall tests for multivariate independence
Hallin, Marc
;
Shi, Hongjian
;
Drton, Mathias
;
Han, Fang
-
2021
Persistent link: https://www.econbiz.de/10012694896
Saved in:
5
Inferential theory for generalized dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Luciani, Matteo
; …
-
2021
Persistent link: https://www.econbiz.de/10012614627
Saved in:
6
The integrated copula spectrum
Goto, Yuichi
;
Kley, Tobias
;
Van Hecke, Ria
;
Volgushev, …
-
2021
Persistent link: https://www.econbiz.de/10012698536
Saved in:
7
Forecasting value-at-risk and expected shortfall in large portfolios : a general dynamic factor approach
Hallin, Marc
;
Trucios, Carlos
-
2020
Persistent link: https://www.econbiz.de/10012437084
Saved in:
8
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012064776
Saved in:
9
High-dimensional functional factor models
Hallin, Marc
;
Nisol, Gilles
;
Tavakoli, Shahin
-
2019
Persistent link: https://www.econbiz.de/10012064780
Saved in:
10
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
-
2019
Persistent link: https://www.econbiz.de/10012064799
Saved in:
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