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ECONIS (ZBW)
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1
Forecasting
large
covariance
matrix with high-frequency data using factor approach for the
correlation
matrix
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509995
Saved in:
2
Characterizing
correlation
matrices that admit a clustered factor representation
Tong, Chen
;
Hansen, Peter Reinhard
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014506906
Saved in:
3
An extension of stochastic volatility model with mixed frequency information
Shang, Yuhuang
;
Liu, Lulu
- In:
Economics letters
155
(
2017
),
pp. 144-148
Persistent link: https://www.econbiz.de/10011821634
Saved in:
4
On the identification of multivariate correlated unobserved components models
Trenkler, Carsten
;
Weber, Enzo
- In:
Economics letters
138
(
2016
),
pp. 15-18
Persistent link: https://www.econbiz.de/10011615339
Saved in:
5
On the inefficiency of Bitcoin
Nadarajah, Saralees
;
Chu, Jeffrey
- In:
Economics letters
150
(
2017
),
pp. 6-9
Persistent link: https://www.econbiz.de/10011760997
Saved in:
6
Tail relation between return and volume in the US stock market : an analysis based on extreme value theory
Longin, François M.
;
Pagliardi, Giovanni
- In:
Economics letters
145
(
2016
),
pp. 252-254
Persistent link: https://www.econbiz.de/10011618837
Saved in:
7
Efficient realized variance, regression coefficient, and
correlation
coefficient under different
sampling
frequencies
Shin, Dong-wan
;
Park, Sangun
- In:
Economics letters
115
(
2012
)
3
,
pp. 334-337
Persistent link: https://www.econbiz.de/10009631616
Saved in:
8
Some identification results in a correlated random coefficients sample selection model
Zhu, Xun
;
Jin, Zequn
- In:
Economics letters
233
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014505133
Saved in:
9
Covariates distributions balancing for continuous treatment
Jiang, Qingshan
;
Xu, Li
;
Huang, Can
- In:
Economics letters
217
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013465162
Saved in:
10
A note on the different interpretation of the
correlation
parameters in the Bivariate Probit and the Recursive Bivariate Probit
Filippini, Massimo
;
Greene, William H.
;
Kumar, Nilkanth
; …
- In:
Economics letters
167
(
2018
),
pp. 104-107
Persistent link: https://www.econbiz.de/10012016506
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