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isPartOf:"Discussion paper series / IZA"
~isPartOf:"Journal of empirical finance"
~subject:"Correlation"
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Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
2
Factor state-space models for high-dimensional realized covariance matrices of asset returns
Gribisch, Bastian
;
Hartkopf, Jan Patrick
;
Liesenfeld, Roman
- In:
Journal of empirical finance
55
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012175249
Saved in:
3
Exponential smoothing of realized portfolio weights
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Seifert, Miriam
- In:
Journal of empirical finance
53
(
2019
),
pp. 222-237
Persistent link: https://www.econbiz.de/10012171651
Saved in:
4
The benefits of improved covariance estimation
Turtle, Harry J.
;
Wang, Kainan
- In:
Journal of empirical finance
37
(
2016
),
pp. 233-246
Persistent link: https://www.econbiz.de/10011663041
Saved in:
5
Using analysis of Gini (ANoGi) for detecting whether two sub-samples represent the same universe : the SOEP Experience
Frick, Joachim R.
;
Goebel, Jan
;
Schechtman, Edna
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001944351
Saved in:
6
Income satisfaction inequality and its causes
Ferrer-i-Carbonell, Ada
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784297
Saved in:
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