Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"ita"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Derivatives and Fisher informa...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Multiplicative Error Model
1
Systematic risk
1
copula
1
idiosyncratic risk
1
seminonparametric
1
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Italian
English
1,262
Undetermined
631
German
13
Portuguese
11
French
7
Polish
6
Russian
4
Spanish
4
more ...
less ...
Author
All
Barigozzi, Matteo
1
Brownlees, Christian T.
1
Gallo, Giampiero M.
1
Veredas, David
1
Institution
All
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
1
Published in...
All
Econometrics Working Papers Archive
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets
Barigozzi, Matteo
;
Brownlees, Christian T.
;
Gallo, …
-
Dipartimento di Statistica, Informatica, Applicazioni …
-
2010
estimation technique, based on a combination of seminonparametric methods and
copula
theory, that is suitable for large …
Persistent link: https://www.econbiz.de/10008606496
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
