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Shrinkage for Gaussian and t copulas in ultra-high dimensions
Anatolyev, Stanislav
;
Pyrlik, Vladimir
-
2021
Persistent link: https://www.econbiz.de/10012618269
Saved in:
2
Copula shrinkage and portfolio allocation in ultra-high dimensions
Anatolyev, Stanislav
;
Pyrlik, Vladimir
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013539522
Saved in:
3
Forecasting realized volatility using machine learning and mixed-frequency data (the case of the Russian stock market)
Pyrlik, Vladimir
;
Elizarov, Pavel
;
Leonova, Aleksandra
-
2021
Persistent link: https://www.econbiz.de/10013163805
Saved in:
4
Method-of-moments estimation and choice of instruments : numerical computations
Anatolyev, Stanislav
- In:
Economics letters
100
(
2008
)
2
,
pp. 217-220
Persistent link: https://www.econbiz.de/10003768219
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5
Inference when a nuisance parameter is weakly identified under the null hypothesis
Anatolyev, Stanislav
- In:
Economics letters
84
(
2004
)
2
,
pp. 245-254
Persistent link: https://www.econbiz.de/10002116681
Saved in:
6
Kernel estimation under linear-exponential loss
Anatolyev, Stanislav
- In:
Economics letters
91
(
2006
)
1
,
pp. 39-43
Persistent link: https://www.econbiz.de/10003314950
Saved in:
7
Inference in regression models with many regressors
Anatolyev, Stanislav
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003796113
Saved in:
8
Nonparametric retrospection and monitoring of predictability of financial returns
Anatolyev, Stanislav
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 149-160
Persistent link: https://www.econbiz.de/10003885745
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9
Optimal instruments in time series : a survey
Anatolyev, Stanislav
- In:
Journal of economic surveys
21
(
2007
)
1
,
pp. 143-173
Persistent link: https://www.econbiz.de/10003412299
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10
Redundancy of lagged regressors revisited
Anatolyev, Stanislav
- In:
Econometric theory
23
(
2007
)
2
,
pp. 364-368
Persistent link: https://www.econbiz.de/10003429747
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