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~institution:"Federal Reserve Bank of St. Louis"
~institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
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Search: subject:"Korrelationsanalyse"
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Correlation
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Korrelation
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Business cycle synchronization
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Federal Reserve Bank of St. Louis
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A spectral analysis of the cross-country consumption correlation puzzle
Pakko, Michael Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001983018
Saved in:
2
Stochastic capital depreciation and the comovement of hours and productivity
Dueker, Michael
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971164
Saved in:
3
Honey, I shrunk the sample covariance matrix
Ledoit, Olivier
(
contributor
);
Wolf, Michael
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002055527
Saved in:
4
Generalized canonical correlation analysis of matrices with different row and column orders
Velden, Michel van de
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001939833
Saved in:
5
Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
Ledoit, Olivier
(
contributor
);
Wolf, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625987
Saved in:
6
Improved estimation of the covariance matrix of stock returns with an application to portofolio selection
Ledoit, Olivier
(
contributor
);
Wolf, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001627199
Saved in:
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