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Analysis of variance
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Time series analysis
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CREATES research paper
Journal of econometrics
36
Working paper
15
Finance research letters
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Discussion paper / Tinbergen Institute
13
International journal of theoretical and applied finance
13
Journal of empirical finance
13
Journal of financial econometrics
13
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Working paper / National Bureau of Economic Research, Inc.
12
International journal of hospitality management
11
Journal of banking & finance
11
SFB 649 discussion paper
11
Economics letters
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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NBER working paper series
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Econometric reviews
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European journal of operational research : EJOR
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Quantitative finance
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Journal of the American Statistical Association : JASA
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NBER Working Paper
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Organizational research methods : ORM
8
The review of financial studies
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Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working paper series / University of Zurich, Department of Economics
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Applied economics
7
Applied economics letters
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International journal of forecasting
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The European journal of finance
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The review of economics and statistics
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CORE discussion papers : DP
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Global COE Hi-Stat discussion paper series
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International journal of productivity and quality management : IJPQM
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Journal of business ethics : JOBE
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Research paper series / Swiss Finance Institute
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Statistical papers
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Working papers in economics and statistics
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1
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
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2018
Persistent link: https://www.econbiz.de/10011864983
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2
On spectral distribution of high dimensional covariation matrices
Heinrich, Claudio
;
Podolskij, Mark
-
2014
Persistent link: https://www.econbiz.de/10010442408
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3
Generalized forecast error variance decomposition for linear and nonlinear multivariate models
Lanne, Markku
;
Nyberg, Henri
-
2014
Persistent link: https://www.econbiz.de/10010358974
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4
Multivariate variance targeting in the BEKK-GARCH Model
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2012
Persistent link: https://www.econbiz.de/10009667363
Saved in:
5
Forecasting covariance matrices : a mixed frequency approach
Halbleib, Roxana
;
Voev, Valeri
-
2011
Persistent link: https://www.econbiz.de/10008807445
Saved in:
6
Realised quantile-based estimation of the integrated variance
Christensen, Kim
;
Oomen, Roel
;
Podolskij, Mark
-
2009
Persistent link: https://www.econbiz.de/10003849570
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