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isPartOf:"Discussion papers in statistics and econometrics"
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~isPartOf:"International journal of theoretical and applied finance"
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Discussion papers in statistics and econometrics
Cambridge working papers in economics
International journal of theoretical and applied finance
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Discussion paper / Center for Economic Research, Tilburg University
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Mathematics Preprint Archive
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Statistical inference, econometric analysis and matrix algebra : Festschrift in honour of Götz Trenkler
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The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
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Estimation of a multiplicative correlation structure in the large dimensional case
Hafnery, Christian
;
Linton, Oliver
;
Tang, Haihan
-
2018
Persistent link: https://www.econbiz.de/10012671159
Saved in:
2
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
-
2014
Persistent link: https://www.econbiz.de/10010504846
Saved in:
3
Tyler's M-estimator, random matrix theory, and generalized elliptical distributions with applications to finance
Frahm, Gabriel
(
contributor
);
Jaekel, Uwe
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003449387
Saved in:
4
Random matrix theory and financial correlations
Laloux, Laurent
(
contributor
)
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 391-397
Persistent link: https://www.econbiz.de/10001522891
Saved in:
5
Application of random matrix theory to study cross-correlations of stock prices
Rosenow, Bernd
(
contributor
)
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 399-403
Persistent link: https://www.econbiz.de/10001522893
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