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~isPartOf:"Barcelona GSE working paper series : working paper"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Journal of financial econometrics"
~subject:"Multivariate Analyse"
~subject:"Statistical test"
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Search: subject_exact:"ANOVA model"
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Multivariate Analyse
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Barcelona GSE working paper series : working paper
CORE discussion papers : DP
Journal of financial econometrics
Journal of econometrics
8
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
7
Working paper series / University of Zurich, Department of Economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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CEMMAP working papers / Centre for Microdata Methods and Practice
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International journal of forecasting
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
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Journal of empirical finance
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Reihe Quantitative Ökonomie : Ökon
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Working paper / Department of Econometrics and Business Statistics, Monash University
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1
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
2
Factor models for portfolio selection in large dimensions : the good, the better and the ugly
De Nard, Gianluca
;
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of financial econometrics
19
(
2021
)
2
,
pp. 236-257
Persistent link: https://www.econbiz.de/10012620051
Saved in:
3
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
4
A simple permutation test for clusteredness
Greenacre, Michael J.
-
2011
Persistent link: https://www.econbiz.de/10009723780
Saved in:
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