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isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
type_genre:"Graue Literatur"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~subject:"Lineare Algebra"
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
CORE discussion papers : DP
Discussion paper / Tinbergen Institute / Tinbergen Institute
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
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2020
Persistent link: https://www.econbiz.de/10012429316
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2
A dynamic conditional score model for the log correlation matrix
Hafner, Christian M.
;
Wang, Linqi
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2019
Persistent link: https://www.econbiz.de/10012215223
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3
Multiplicative conditional correlation models for realized covariance matrices
Bauwensa, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011894432
Saved in:
4
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:
5
Dynamic conditional correlation models for realized covariance matrices
Bauwens, Luc
;
Storti, Giuseppe
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009722576
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