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isPartOf:"CORE discussion papers : DP"
type_genre:"Graue Literatur"
~subject:"Correlation"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Correlation
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Estimation theory
39
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ARCH model
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Nichtparametrisches Verfahren
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Nonparametric statistics
9
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Linear algebra
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Estimation
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Hadamard exponential matrix
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Bauwens, Luc
4
Hafner, Christian M.
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Otranto, Edoardo
2
Preminger, Arie
2
Storti, Giuseppe
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Bauwensa, Luc
1
Braione, Manuela
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Linton, Oliver
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Tang, Haihan
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CORE discussion papers : DP
Discussion paper / Tinbergen Institute
33
CREATES research paper
17
SFB 649 discussion paper
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
Working paper
11
Working paper / National Bureau of Economic Research, Inc.
11
Cambridge working papers in economics
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
CEMMAP working papers / Centre for Microdata Methods and Practice
9
KBI
9
Working papers
9
CESifo working papers
8
Cowles Foundation discussion paper
8
GRIPS discussion papers
7
Discussion papers of interdisciplinary research project 373
6
Documento de trabajo
6
IES working paper
6
Série des documents de travail
6
Working paper series / University of Zurich, Department of Economics
6
Discussion paper
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Discussion paper series / IZA
5
Discussion papers / CEPR
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
CAMA working paper series
4
Cambridge-INET working papers
4
Department of Economics discussion paper series / University of Oxford
4
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Discussion papers in economics
4
ERID working paper
4
Research paper series / Swiss Finance Institute
4
Technical working paper / National Bureau of Economic Research
4
Working papers / Rodney L. White Center for Financial Research
4
Working papers / Rutgers University, Department of Economics
4
CEA_372Cass working paper series
3
CEMFI working paper
3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
Finance and economics discussion series
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Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
Persistent link: https://www.econbiz.de/10012429316
Saved in:
2
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
3
A dynamic conditional score model for the log correlation matrix
Hafner, Christian M.
;
Wang, Linqi
-
2019
Persistent link: https://www.econbiz.de/10012215223
Saved in:
4
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
5
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
6
Multiplicative conditional correlation models for realized covariance matrices
Bauwensa, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011894432
Saved in:
7
Estimation of a multiplicative covariance structure in the large dimensional case
Hafner, Christian M.
;
Linton, Oliver
;
Tang, Haihan
-
2016
Persistent link: https://www.econbiz.de/10011894446
Saved in:
8
Dynamic conditional correlation models for realized covariance matrices
Bauwens, Luc
;
Storti, Giuseppe
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009722576
Saved in:
9
Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003329726
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