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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Deutsches Institut für Wirtschaftsforschung"
~institution:"University of Southampton / Department of Economics"
~subject:"Correlation"
~subject:"Deutschland"
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Search: subject_exact:"Spearman's rho"
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Correlation
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Barndorff-Nielsen, Ole E.
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Centre for Analytical Finance <Århus>
Deutsches Institut für Wirtschaftsforschung
University of Southampton / Department of Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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On the estimation of covariance matrices using panel data artificial regressions
Patacchini, Eleonora
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2003
Persistent link: https://www.econbiz.de/10001765787
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2
Integrierte Analyse der Einkommens- und Vermögensverteilung : Abschlussbericht zur Studie ; [Forschungsprojekt]
Grabka, Markus M.
(
contributor
)
-
2008
-
Stand: August 2008
Persistent link: https://www.econbiz.de/10003777789
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3
Econometric analysis of realised covariation : high frequency covariance, regression and correlation in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
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4
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
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