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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Notes d'études et de recherche / Banque de France, Direction Générale des Etudes"
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Alternative asymptotics for cointegration tests in large VARs
Onatski, Alexei
;
Wang, Chen
-
2016
Persistent link: https://www.econbiz.de/10011538884
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2
How fundamentalism takes root : a simulation study
Friedman, Daniel
;
Fan, Jijian
;
Gair, Jonathan
;
Iyer, Sriya
-
2016
Persistent link: https://www.econbiz.de/10011630784
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3
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
-
2014
Persistent link: https://www.econbiz.de/10010504846
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4
A multiple testing approach to the regularisation of large sample correlation matrice
Bailey, Natalia
;
Peseran, Hashem
;
Smith, L. Vanessa
-
2014
Persistent link: https://www.econbiz.de/10010366306
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5
Time series models with an EGB2 conditional distribution
Caivano, Michele
;
Harvey, Andrew C.
-
2013
Persistent link: https://www.econbiz.de/10009772448
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6
Modeling dynamic diurnal patterns in high frequency financial data
Ito, Ryoko
-
2013
Persistent link: https://www.econbiz.de/10009737686
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7
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
Saved in:
8
Testing CAPM with a large number of assets
Pesaran, M. Hashem
;
Yamagata, Takashi
-
2012
Persistent link: https://www.econbiz.de/10009580154
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9
The dynamic location/scale model : with applications to intra-day financial data
Andrès, Philippe
;
Harvey, Andrew C.
-
2012
Persistent link: https://www.econbiz.de/10009667180
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10
Filtering with heavy tails
Harvey, Andrew C.
;
Luati, Alessandra
-
2012
Persistent link: https://www.econbiz.de/10009737948
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