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Zeitreihenanalyse
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CREATES research paper
Journal of econometrics
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of forecasting
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Discussion paper / Tinbergen Institute
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes
Christensen, Kim
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Podolskij, Mark
;
Vetter, Mathias
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2011
Persistent link: https://www.econbiz.de/10009413031
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Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
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Silvennoinen, Annastiina
; …
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2021
Persistent link: https://www.econbiz.de/10012815962
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A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
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2022
Persistent link: https://www.econbiz.de/10012816369
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