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type_genre:"Aufsatz im Buch"
type_genre:"Congress report"
~isPartOf:"Econometric measures of financial risk in high dimensions"
~language:"eng"
~language:"ita"
~subject:"Estimation"
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Aufsatz im Buch
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Chen, Shi
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Econometric measures of financial risk in high dimensions
Applied quantitative finance
11
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
8
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
7
The Oxford handbook of the economics of peace and conflict
7
Technology and international trade : [Conference ... Oslo, in October 1995]
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Advances in economics and econometrics ; Vol. 2
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Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
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Exchange rate policy in Europe
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Household behaviour, equivalence scales, welfare and poverty : with 70 tables
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Statistical methods for the evaluation of educational services and quality of products
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Advances in business cycle research : with application to the French and US economies
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Deficit reduction : what pain, what gain?
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Development, duality, and the international economic regime : essays in honor of Gustav Ranis
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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Empirical post Keynesian economics : looking at the real world
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Exchange rate economics : where do we stand?
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Globalization : strategies and effects
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
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Modern perspectives on the gold standard
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Selected topics in applied econometrics
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Spatial econometric interaction modelling
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Spatial economic science : new frontiers in theory and methodology ; with 26 tables
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The Oxford handbook of panel data
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The theory of monetary aggregation
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Understanding and interpreting economic structure : with 75 tables
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1992 proceedings of the eighty-fifth Annual Conference on Taxation : held under the auspices of the National Tax Association - Tax Institute of America at Salt Lake City, Utah, October 11 - 14, 1992
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Agricultural sector modelling and policy information systems : proceedings of the 65th European seminar of the European Association of Agricultural Economists (EAAE) ; March 29 - 31, 2000, Bonn, Germany
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Applying Kernel and nonparametric estimation to economic topics
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Asset pricing, financial intermediation and banking supervision in the aftermath of the financial crisis
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Competition and market structure : theory and evidence on the effects of restrictive practices legislation in the UK 1954 - 1977
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Constructing scalar-valued objective functions : proceedings of the Third International Conference on Econometric Decision Models: Constructing Scalar Valued Objective Functions, University of Hagen, held in Katholische Akademie Schwerte, September 5 - 8, 1995
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Current trends in economics : theory and applications; proceedings of the Third International Meeting of the Society for the Advancement of Economic Theory, Antalya, Turkey, June 1997; with 55 tables
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Data envelopment analysis in the service sector
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Econometrics and the cost of capital : essays in honor of Dale W. Jorgenson
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Economic growth, inequality and migration
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Economic issues in SAARC context
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Essays in finance : commodity derivatives, volatility forecasting, and the carbon market
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Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
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Measuring the information contect of limit order books
Chen, Shi
- In:
Econometric measures of financial risk in high dimensions
,
(pp. 1-36)
.
2017
Persistent link: https://www.econbiz.de/10011913344
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2
Sparsity analysis of energy price forecasting
Chen, Shi
- In:
Econometric measures of financial risk in high dimensions
,
(pp. 37-62)
.
2017
Persistent link: https://www.econbiz.de/10011913345
Saved in:
3
Inflation co-movement across countries in multi-maturity term structure: an arbitrage-free approach
Chen, Shi
- In:
Econometric measures of financial risk in high dimensions
,
(pp. 63-89)
.
2017
Persistent link: https://www.econbiz.de/10011913346
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