Showing 1 - 10 of 23,235
Persistent link: https://www.econbiz.de/10000888010
Persistent link: https://www.econbiz.de/10000613076
&P 500 index confirms the simulation results. -- covariance estimation ; blocking ; realized kernel ; regularization …
Persistent link: https://www.econbiz.de/10003893144
&P 500 index confirms the simulation results. -- Covariance Estimation ; Blocking ; Realized Kernel ; Regularization …
Persistent link: https://www.econbiz.de/10003909174
Persistent link: https://www.econbiz.de/10009579875
An important issue in the analysis of cross-sectional dependence which has received renewed interest in the past few years is the need for a better understanding of the extent and nature of such cross dependencies. In this paper we focus on measures of cross-sectional dependence and how such...
Persistent link: https://www.econbiz.de/10009530816
An important issue in the analysis of cross-sectional dependence which has received renewed interest in the past few years is the need for a better understanding of the extent and nature of such cross dependencies. In this paper we focus on measures of cross-sectional dependence and how such...
Persistent link: https://www.econbiz.de/10009488893
measurement. Therefore, we evaluate the performance of these estimation concepts on the basis of their suitability to select …
Persistent link: https://www.econbiz.de/10009623412
Persistent link: https://www.econbiz.de/10010509481
Persistent link: https://www.econbiz.de/10001207449