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~isPartOf:"Finance and economics discussion series"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"Working paper"
~subject:"Korrelation"
~subject:"Time series analysis"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Korrelation
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Estimation theory
268
Schätztheorie
268
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68
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68
Nichtparametrisches Verfahren
51
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Bibinger, Markus
9
Reiß, Markus
6
Härdle, Wolfgang
5
Giraitis, Liudas
4
Hautsch, Nikolaus
3
Kapetanios, George
3
Lütkepohl, Helmut
3
Phillips, Peter C. B.
3
Schienle, Melanie
3
Spokojnyj, Vladimir G.
3
Barbarino, Alessandro
2
Berkowitz, Jeremy
2
Breunig, Christoph
2
Bura, Efstathia
2
Chen, Haiqiang
2
Dalla, Violetta
2
Kappus, Johanna
2
Kilian, Lutz
2
Malec, Peter
2
Mammen, Enno
2
Okhrin, Ostap
2
Reed, W. Robert
2
Rothe, Christoph
2
Staszewska-Bystrova, Anna
2
Winkelmann, Lars
2
Winker, Peter
2
Yu, Jun
2
Alfelt, Gustav
1
Altmeyer, Randolf
1
Baillie, Richard
1
Barigozzi, Matteo
1
Benson, David
1
Birgean, Ionel
1
Bodnar, Taras
1
Bollerslev, Tim
1
Bormann, Carsten
1
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1
Cascio, Iolanda Lo
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1
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Finance and economics discussion series
SFB 649 discussion paper
Working paper
Discussion paper / Tinbergen Institute
103
Working paper / Department of Econometrics and Business Statistics, Monash University
69
CREATES research paper
61
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
38
Cowles Foundation discussion paper
30
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27
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26
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25
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25
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22
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22
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21
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17
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17
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16
Documentos de trabajo / Banco de España, Servicio de Estudios
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13
Discussion papers in economics
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EUI working paper / ECO
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12
Umeå economic studies
12
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11
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11
Department of Economics discussion paper series / University of Oxford
10
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
10
Discussion paper / Tinbergen Institute / Tinbergen Institute
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
ECARES working paper
10
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1
Specifying and estimating vector autoregressions using their essions using their Eigensystem representation
Krippner, Leo
-
2024
Persistent link: https://www.econbiz.de/10014637511
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2
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
3
Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
-
2023
Persistent link: https://www.econbiz.de/10014281687
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4
Meta-analysis and partial correlation coefficients : a matter of weights
Hong, Sanghyun
;
Reed, W. Robert
-
2023
Persistent link: https://www.econbiz.de/10014469239
Saved in:
5
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
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6
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
-
2021
-
This draft: 21 January 2021
Persistent link: https://www.econbiz.de/10012608826
Saved in:
7
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
-
2021
Persistent link: https://www.econbiz.de/10012603081
Saved in:
8
Portfolio selection with a rank-deficient covariance matrix
Gulliksson, Mårten
;
Oleynik, Anna
;
Mazur, Stepan
-
2021
Persistent link: https://www.econbiz.de/10012605415
Saved in:
9
Spurious relationships in high dimensional systems with strong or mild persistence
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2020
Persistent link: https://www.econbiz.de/10012501525
Saved in:
10
ivcrc : an instrumental variables estimator for the correlated random coefficients model
Benson, David
;
Masten, Matthew A.
;
Torgovitsky, Alexander
-
2020
Persistent link: https://www.econbiz.de/10012388671
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