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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~person:"Ferreira, Paulo"
~person:"Hartkopf, Jan Patrick"
~subject:"Börsenkurs"
~subject:"Zustandsraummodell"
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Ferreira, Paulo
Hartkopf, Jan Patrick
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Economies : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Eurasian economic review : a journal in applied macroeconomics and finance
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International Journal of Financial Studies : open access journal
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Post-communist economies
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Dynamic cross-correlation and dynamic contagion of stock markets : a sliding windows approach with the DCCA correlation coefficient
Tilfani, Oussama
;
Ferreira, Paulo
;
El Boukfaoui, My Youssef
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
3
,
pp. 1127-1156
Persistent link: https://www.econbiz.de/10012490509
Saved in:
2
Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models
Hartkopf, Jan Patrick
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 393-436
Persistent link: https://www.econbiz.de/10014226292
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