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~isPartOf:"ECARES working paper"
~person:"Hörmann, Siegfried"
~person:"Zevallos, Mauricio"
~subject:"Kapitaleinkommen"
~type:"book"
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Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
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2019
Persistent link: https://www.econbiz.de/10012064776
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