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~accessRights:"restricted"
~person:"Bonato, Matteo"
~person:"Hartung, Joachim"
~person:"Kejriwal, Mohitosh"
~person:"Liao, Yin"
~person:"Paterlini, Sandra"
~subject:"Meta-Analyse"
~subject:"Multivariate Analyse"
~subject:"Statistical test"
~subject:"Varianzanalyse"
~subject:"Zeitreihenanalyse"
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Bonato, Matteo
Hartung, Joachim
Kejriwal, Mohitosh
Liao, Yin
Paterlini, Sandra
Ledoit, Olivier
7
Wolf, Michael
7
De Nard, Gianluca
6
Gribisch, Bastian
5
Patton, Andrew J.
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Computational Management Science : CMS
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Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Energy economics
104
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Saved in:
2
Sparse precision matrices for minimum variance portfolios
Torri, Gabriele
;
Giacometti, Rosella
;
Paterlini, Sandra
- In:
Computational Management Science : CMS
16
(
2019
)
3
,
pp. 375-400
Persistent link: https://www.econbiz.de/10012053143
Saved in:
3
Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin
;
Anderson, Heather M.
- In:
Journal of banking & finance
99
(
2019
),
pp. 252-274
Persistent link: https://www.econbiz.de/10012162415
Saved in:
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