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Estimation of a multiplicative covariance structure in the large dimensional case
Hafner, Christian M.
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Linton, Oliver
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Tang, Haihan
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2016
Persistent link: https://www.econbiz.de/10011565160
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Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
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Linton, Oliver
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Wang, Linqi
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2022
Persistent link: https://www.econbiz.de/10013263369
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