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~isPartOf:"Barcelona GSE working paper series : working paper"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Journal of financial econometrics"
~subject:"Multivariate Analyse"
~subject:"Statistical test"
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Search: subject_exact:"ANOVA model"
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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:
2
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:
3
Testing for causality in variance using multivariate GARCH model
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056023
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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