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A multiple testing approach to the regularisation of large sample correlation matrice
Bailey, Natalia
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Peseran, Hashem
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Smith, L. Vanessa
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2014
Persistent link: https://www.econbiz.de/10010366306
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Big data analytics : a new perspective
Chudik, Akexander
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Kapetanios, George
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Pesaran, M. Hashem
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2016
Persistent link: https://www.econbiz.de/10011455779
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