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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~person:"Hartkopf, Jan Patrick"
~person:"Perron, Pierre"
~subject:"Börsenkurs"
~subject:"Varianzanalyse"
~subject:"Zustandsraummodell"
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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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Forecasting in the presence of in-sample and out-of-sample breaks
Xu, Jiawen
;
Perron, Pierre
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3001-3035
Persistent link: https://www.econbiz.de/10014329022
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