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type_genre:"Mehrbändiges Werk"
type_genre:"Working Paper"
~isPartOf:"Working papers / Universitat Pompeu Fabra, Department of Economics and Business"
~person:"Dette, Holger"
~person:"Kitagawa, Toru"
~person:"Wolf, Michael"
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Estimation theory
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Dette, Holger
Kitagawa, Toru
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
60
Working paper series / University of Zurich, Department of Economics
23
CEMMAP working papers / Centre for Microdata Methods and Practice
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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Honey, I shrunk the sample covariance matrix
Ledoit, Olivier
(
contributor
);
Wolf, Michael
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002055527
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2
Improved nonparametric confidence intervals in time series regressions
Romano, Joseph P.
(
contributor
);
Wolf, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001697178
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3
Flexible multivariate GARCH modeling with an application to international stock markets
Ledoit, Olivier
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625994
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