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person:"Croux, Christophe"
subject:"Volatility"
~person:"Callot, Laurent"
~person:"Li, Yingying"
~subject:"VAR-Modell"
~type_genre:"Hochschulschrift"
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Croux, Christophe
Callot, Laurent
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Heid, Frank
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Large panels and high-dimensional vector autoregressive models
Callot, Laurent
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2012
Persistent link: https://www.econbiz.de/10010204938
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Robustness of volatility estimation
Li, Yingying
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2008
Persistent link: https://www.econbiz.de/10011573106
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