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~person:"Drton, Mathias"
~person:"Hallin, Marc"
~person:"Volgushev, Stanislav"
~subject:"Economic dynamics"
~subject:"Zeitreihenanalyse"
~type_genre:"Working Paper"
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Economic dynamics
Zeitreihenanalyse
Theorie
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multivariate signs
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vector quantiles
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English
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Drton, Mathias
Hallin, Marc
Volgushev, Stanislav
Barigozzi, Matteo
8
Dette, Holger
6
Kley, Tobias
6
Lippi, Marco
6
Forni, Mario
5
Akker, Ramon van den
3
Reichlin, Lucrezia
3
Werker, Bas J. M.
3
Zaffaroni, Paolo
3
Birr, Stefan
2
Hotta, Luiz K.
2
Mazzeu, João H. G.
2
Pereira, Pedro L. Valls
2
Skowronek, Stefan
2
Soccorsi, Stefano
2
Trucíos, Carlos
2
Dufour, Jean-Marie
1
Farhat, Abdeljelil
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Goto, Yuichi
1
Han, Fang
1
Hörmann, Siegfried
1
La Vecchia, Davide
1
Liu, Hang
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Liška, Roman
1
Luciani, Matteo
1
Mordant, Gilles
1
Nisol, Gilles
1
Shi, Hongjian
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1
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
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23
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3
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ECONIS (ZBW)
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1
Dynamic factor models: a genealogy
Barigozzi, Matteo
;
Hallin, Marc
-
2023
Persistent link: https://www.econbiz.de/10014391458
Saved in:
2
Manfred Deistler and the general dynamic factor model approach to the analysis of high-dimensional time series
Hallin, Marc
-
2022
Persistent link: https://www.econbiz.de/10013415114
Saved in:
3
Center-outward rank- and sign-based VARMA Portmanteau tests
Hallin, Marc
;
Liu, Hang
-
2022
Persistent link: https://www.econbiz.de/10013369883
Saved in:
4
Center-outward sign- and rank-based quadrant, spearman, and Kendall tests for multivariate independence
Hallin, Marc
;
Shi, Hongjian
;
Drton, Mathias
;
Han, Fang
-
2021
Persistent link: https://www.econbiz.de/10012694896
Saved in:
5
Inferential theory for generalized dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Luciani, Matteo
; …
-
2021
Persistent link: https://www.econbiz.de/10012614627
Saved in:
6
On the finite-sample performance of measure transportation-based multivariate rank tests
Hallin, Marc
;
Mordant, Gilles
-
2021
Persistent link: https://www.econbiz.de/10012698528
Saved in:
7
The integrated copula spectrum
Goto, Yuichi
;
Kley, Tobias
;
Van Hecke, Ria
;
Volgushev, …
-
2021
Persistent link: https://www.econbiz.de/10012698536
Saved in:
8
Forecasting value-at-risk and expected shortfall in large portfolios : a general dynamic factor approach
Hallin, Marc
;
Trucios, Carlos
-
2020
Persistent link: https://www.econbiz.de/10012437084
Saved in:
9
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012064776
Saved in:
10
High-dimensional functional factor models
Hallin, Marc
;
Nisol, Gilles
;
Tavakoli, Shahin
-
2019
Persistent link: https://www.econbiz.de/10012064780
Saved in:
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