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~isPartOf:"Journal of applied econometrics"
~language:"eng"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
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Kapitaleinkommen
Schätzung
Analysis of variance
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Hautsch, Nikolaus
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Kyj, Lada M.
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Journal of applied econometrics
Journal of econometrics
14
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Discussion paper / Tinbergen Institute
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Finance research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Do high-frequency data improve high-dimensional portfolio allocations?
Hautsch, Nikolaus
;
Kyj, Lada M.
;
Malec, Peter
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 263-290
Persistent link: https://www.econbiz.de/10011327609
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2
A blocking and regularization approach to high-dimensional realized covariance estimation
Hautsch, Nikolaus
;
Kyj, Lada M.
;
Oomen, Roel C. A.
- In:
Journal of applied econometrics
27
(
2012
)
4
,
pp. 625-645
Persistent link: https://www.econbiz.de/10009618510
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