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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
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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
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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
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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
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On the inefficiency of Bitcoin
Nadarajah, Saralees; Chu, Jeffrey - In: Economics letters 150 (2017), pp. 6-9
Persistent link: https://www.econbiz.de/10011760997
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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
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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
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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
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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
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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