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~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"covariance estimation"
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9
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7
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ECONIS (ZBW)
14
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1
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
2
Post-processed posteriors for sparse covariances
Lee, Kwangmin
;
Lee, Jaeyong
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014332347
Saved in:
3
Unified principal component analysis for sparse and dense functional data under spatial dependency
Zhang, Haozhe
;
Li, Yehua
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1523-1537
Persistent link: https://www.econbiz.de/10013540369
Saved in:
4
Stochastic coherency in forecast reconciliation
Pritularga, Kandrika F.
;
Svetunkov, Ivan
;
Kourentzes, …
- In:
International journal of production economics
240
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012629891
Saved in:
5
Cross-validated covariance estimators for high-dimensional minimum-variance portfolios
Husmann, Sven
;
Shivarova, Antoniya
;
Steinert, Rick
- In:
Financial markets and portfolio management
35
(
2021
)
3
,
pp. 309-352
Persistent link: https://www.econbiz.de/10012616164
Saved in:
6
Sparse
covariance
estimation
in logit mixture models
Aboutaleb, Youssef M.
;
Danaf, Mazen
;
Xie, Yifei
; …
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 377-398
Persistent link: https://www.econbiz.de/10012620708
Saved in:
7
A robust test for predictability with unknown persistence
Liu, Guannan
;
Yao, Shuang
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228019
Saved in:
8
Covariance matrix estimation via network structure
Lan, Wei
;
Fang, Zheng
;
Wang, Hansheng
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 359-369
Persistent link: https://www.econbiz.de/10011895079
Saved in:
9
The use of sparse inverse
covariance
estimation
for relationship detection and hypothesis generation in strategic management
Li, Mei
;
Lin, Ying
;
Huang, Shuai
;
Crossland, Craig
- In:
Strategic management journal
37
(
2016
)
1
,
pp. 86-97
Persistent link: https://www.econbiz.de/10011498509
Saved in:
10
Testing for multiple-period predictability between serially dependent time series
Heaton, Christopher
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 587-597
Persistent link: https://www.econbiz.de/10011474421
Saved in:
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