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~person:"Gelper, Sarah"
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Gelper, Sarah
Croux, Christophe
130
Croux, C.
25
Lemmens, Aurélie
14
Wilms, Ines
11
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10
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9
Lemmens, A.
9
Dekimpe, Marnik G.
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Wilms, I.
5
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4
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Croux, Croux, C.
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ECONIS (ZBW)
18
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1
The predictive power of the business and bank sentiment of firms : a high-dimensional Granger Causality approach
Wilms, I.
;
Gelper, Sarah
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011646403
Saved in:
2
Sparse least trimmed squares regression
Alfons, Andreas
;
Croux, Christophe
;
Gelper, Sarah
-
2011
Persistent link: https://www.econbiz.de/10009377551
Saved in:
3
Identifying demand effects in a large network of product categories
Gelper, Sarah
;
Wilms, Ines
;
Croux, Christophe
- In:
Journal of retailing
92
(
2016
)
1
,
pp. 25-39
Persistent link: https://www.econbiz.de/10011484035
Saved in:
4
The predictive power of the business and bank sentiment of firms : a high-dimensional Granger causality approach
Wilms, Ines
;
Gelper, Sarah
;
Croux, Christophe
- In:
European journal of operational research : EJOR
254
(
2016
)
1
,
pp. 138-147
Persistent link: https://www.econbiz.de/10011503231
Saved in:
5
Robust control charts for time series data
Croux, Christophe
;
Gelper, Sarah
;
Mahieu, Koen
-
2010
Persistent link: https://www.econbiz.de/10008936002
Saved in:
6
Robust exponential smoothing of multivariate time series
Croux, Christophe
;
Gelper, Sarah
;
Mahieu, Koen
-
2009
Persistent link: https://www.econbiz.de/10003982213
Saved in:
7
Least angle regression for time series forecasting with many predictors
Gelper, Sarah
;
Croux, Christophe
-
2008
Persistent link: https://www.econbiz.de/10003976884
Saved in:
8
Regression-based, regression-free and model-free approaches for robust online scale estimation
Schettlinger, Karen
;
Gelper, Sarah
;
Gather, Ursula
; …
-
2008
Persistent link: https://www.econbiz.de/10003977730
Saved in:
9
Robust online scale estimation in time series : regression-free approach
Gelper, Sarah
;
Schettlinger, Karen
;
Croux, Christophe
; …
-
2007
This paper presents variance extraction procedures for univariate time series. The volatility of a times series is monitored allowing for non-linearities, jumps and outliers in the level. The volatility is measured using the height of triangles formed by consecutive observations of the time...
Persistent link: https://www.econbiz.de/10003483698
Saved in:
10
The predictive power of the European economic sentiment indicator
Gelper, Sarah
(
contributor
);
Croux, Christophe
(
contributor
)
-
2007
Statistical Sciences, 16 Volume Set, 2nd Edition. pp. 5957{5962. Lemmens, A.,
Croux
,
C
., Dekimpe, M., 2005. On the predictive …
Persistent link: https://www.econbiz.de/10003621862
Saved in:
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