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~institution:"Econometrisch Instituut <Rotterdam>"
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Rank reduction of correlation matrics by majorization
Pietersz, Raoul
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contributor
); …
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989947
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A generalized dynamic conditional correlation model for many asset returns
Hafner, Christian M.
(
contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783910
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