Narrow search
Showing 1 - 10 of 24
Cover Image
Manfred Deistler and the general dynamic factor model approach to the analysis of high-dimensional time series
Hallin, Marc - 2022
Persistent link: https://www.econbiz.de/10013415114
Cover Image
Nonparametric measure-transportation-based methods for directional data
Hallin, Marc; Liu, Hang; Verdebout, Thomas - 2022
Persistent link: https://www.econbiz.de/10013208921
Cover Image
Populism and social polarization in european democracies
Ginsburgh, Victor; Perelman, Sergio; Pestieau, Pierre - 2020
Persistent link: https://www.econbiz.de/10012317225
Cover Image
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos; Mazzeu, João H. G.; Hallin, Marc; … - 2019
Persistent link: https://www.econbiz.de/10012064776
Cover Image
High-dimensional functional factor models
Hallin, Marc; Nisol, Gilles; Tavakoli, Shahin - 2019
Persistent link: https://www.econbiz.de/10012064780
Cover Image
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano - 2019
Persistent link: https://www.econbiz.de/10012064799
Cover Image
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo; Hallin, Marc - 2018
Persistent link: https://www.econbiz.de/10012064840
Cover Image
Smooth cyclically monotone interpolation and empirical center-outward distribution functions
Barrio, Eustasio del; Cuesta Albertos, Juan; Hallin, Marc; … - 2018
Persistent link: https://www.econbiz.de/10012065291
Cover Image
From Mahalanobis to Bregman via Monge and Kantorovich towards a "general generalised distance"
Hallin, Marc - 2018
Persistent link: https://www.econbiz.de/10012065317
Cover Image
Center-outward quantiles and the measurement of multivariate risk
Beirlant, Jan; Buitendag, Sven; Barrio, Eustasio del; … - 2019
Persistent link: https://www.econbiz.de/10012179678