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~person:"Arnold, Tom"
~person:"Balasubramanian, G."
~person:"Clements, Adam"
~person:"Eldomiaty, Tarek Ibrahim"
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Estimation theory
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variance-covariance matrix
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multivariate
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Arnold, Tom
Balasubramanian, G.
Clements, Adam
Eldomiaty, Tarek Ibrahim
Klapper, Matthias
6
Betancourt Bejarano, Katherine
2
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A note on calculating portfolio variance with squares and rectangles
Arnold, Tom
- In:
Journal of financial education
45
(
2019
)
1
,
pp. 88-93
Persistent link: https://www.econbiz.de/10012654493
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2
A test for joint market efficiency from an investor’s perspective
Viswanathan, Lakshmi
;
Maheswaran, S.
;
Balasubramanian, G.
- In:
Theoretical economics letters
9
(
2019
)
5
,
pp. 1518-1533
Persistent link: https://www.econbiz.de/10012104496
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3
Firm, industry and economic determinants of working capital at risk
Eldomiaty, Tarek Ibrahim
;
Rashwan, Mohamed Hashem
;
El …
- In:
International journal of financial engineering
3
(
2016
)
4
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011673093
Saved in:
4
A Kernel Technique for Forecasting the
Variance-Covariance
Matrix
Becker, Ralf
;
Clements, Adam
;
O'Neill, Robert
-
National Centre for Econometric Research (NCER)
-
2010
The forecasting of
variance-covariance
matrices is an important issue. In recent years an increasing body of literature …
Persistent link: https://www.econbiz.de/10008694508
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