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person:"Bollerslev, Tim"
subject:"Volatility"
~person:"Croux, Christophe"
~subject:"Correlation"
~subject:"Forecasting model"
~type_genre:"Working Paper"
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Bollerslev, Tim
Croux, Christophe
Swanson, Norman R.
17
Marcellino, Massimiliano
15
Pesaran, M. Hashem
15
Koopman, Siem Jan
14
Phillips, Peter C. B.
14
Diebold, Francis X.
13
Koop, Gary
12
Linton, Oliver
12
Huber, Florian
11
Hafner, Christian M.
10
Audrino, Francesco
9
Brandt, Michael W.
9
Corradi, Valentina
9
Gao, Jiti
9
Hyndman, Rob J.
9
Kapetanios, George
9
Bibinger, Markus
8
Cai, Zongwu
8
Clark, Todd E.
8
Dijk, Dick van
8
Härdle, Wolfgang
8
Ledoit, Olivier
8
Wolf, Michael
8
Athanasopoulos, George
7
Lucas, André
7
Vahid, Farshid
7
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6
Bauwens, Luc
6
Corsi, Fulvio
6
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6
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6
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6
Sentana, Enrique
6
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6
Bailey, Natalia
5
Franses, Philip Hans
5
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5
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11
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1
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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ECONIS (ZBW)
14
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1
Robust estimation of linear state space models
Crevits, Ruben
;
Croux, Christophe
-
2017
Persistent link: https://www.econbiz.de/10011799036
Saved in:
2
Robust and sparse estimation of the inverse covariance matrix using rank correlation measures
Croux, Christophe
;
Öllerer, Viktoria
-
2015
Persistent link: https://www.econbiz.de/10011290636
Saved in:
3
Detecting time variation in the price puzzle : an improved prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485677
Saved in:
4
Robust sparse canonical correlation analysis
Wilms, Ines
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485679
Saved in:
5
Sparse and robust factor modelling
Croux, Christophe
;
Exterkate, Peter
-
2011
Persistent link: https://www.econbiz.de/10009720758
Saved in:
6
Jump robust daily covariance estimation by disentangling variance and correlation components
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989131
Saved in:
7
The Gaussian rank correlation estimator : robustness properties
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989132
Saved in:
8
Robustness versus efficiency for nonparametric correlation measureso
Croux, Christophe
;
Dehon, Catherine
-
2008
Persistent link: https://www.econbiz.de/10003976901
Saved in:
9
Regression-based, regression-free and model-free approaches for robust online scale estimation
Schettlinger, Karen
;
Gelper, Sarah
;
Gather, Ursula
; …
-
2008
Persistent link: https://www.econbiz.de/10003977730
Saved in:
10
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
-
2008
Persistent link: https://www.econbiz.de/10003977900
Saved in:
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