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~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"SFB 649 discussion paper"
~subject:"Estimation theory"
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Search: subject_exact:"Korrelationsmaß"
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Estimation theory
Correlation
43
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43
Schätztheorie
22
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16
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9
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9
Analysis of variance
9
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Bibinger, Markus
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4
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3
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3
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3
Hautsch, Nikolaus
2
Malec, Peter
2
Mammen, Enno
2
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2
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2
Rothe, Christoph
2
Storti, Giuseppe
2
Tang, Haihan
2
Bauwensa, Luc
1
Bormann, Carsten
1
Braione, Manuela
1
Chen, Jia
1
Härdle, Wolfgang
1
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1
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1
Li, Degui
1
Panov, Vladimir
1
Schaumburg, Julia
1
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CORE discussion papers : DP
Cambridge-INET working papers
SFB 649 discussion paper
Journal of econometrics
51
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35
Economics letters
25
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16
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9
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
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8
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7
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ECONIS (ZBW)
22
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Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
Persistent link: https://www.econbiz.de/10012429316
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2
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:
3
A dynamic conditional score model for the log correlation matrix
Hafner, Christian M.
;
Wang, Linqi
-
2019
Persistent link: https://www.econbiz.de/10012215223
Saved in:
4
Testing in high-dimensional spiked models
Johnstone, Iain M.
;
Onatski, Alexei
-
2018
Persistent link: https://www.econbiz.de/10012667588
Saved in:
5
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
Saved in:
6
A portmanteau test for correlation in short panels
Jochmans, Koen
-
2018
Persistent link: https://www.econbiz.de/10012672305
Saved in:
7
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
8
Extreme canonical correlations and high-dimensional cointegration analysis
Onatski, Alexei
;
Wang, Chen
-
2017
Persistent link: https://www.econbiz.de/10012667643
Saved in:
9
Estimation of a multiplicative covariance structure in the large dimensional case
Hafner, Christian M.
;
Linton, Oliver
;
Tang, Haihan
-
2016
Persistent link: https://www.econbiz.de/10011565160
Saved in:
10
Multiplicative conditional correlation models for realized covariance matrices
Bauwensa, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011894432
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