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~isPartOf:"CREATES research paper"
~person:"Clark, Todd E."
~person:"Kilian, Lutz"
~person:"Medeiros, Marcelo C."
~subject:"Estimation theory"
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Estimation theory
Anlageverhalten
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Behavioural finance
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Börsenkurs
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Correlation
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Forecasting model
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Modellierung
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Clark, Todd E.
Kilian, Lutz
Medeiros, Marcelo C.
Hillebrand, Eric
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Lee, Tae-hwy
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Andersen, Torben
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Bennedsen, Mikkel
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Callot, Laurent
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Callot, Laurent A. F.
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Kock, Anders B.
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CREATES research paper
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Discussion papers / Research Seminar in International Economics, University of Michigan, School of Public Policy - Department of Economics
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Essays in nonlinear time series econometrics
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Estimation and
forecasting
of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders B.
;
Medeiros, Marcelo C.
-
2014
Persistent link: https://www.econbiz.de/10010433252
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