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Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
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Otranto, Edoardo
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2020
Persistent link: https://www.econbiz.de/10012429316
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Estimation of a multiplicative covariance structure in the large dimensional case
Hafner, Christian M.
;
Linton, Oliver
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Tang, Haihan
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2016
Persistent link: https://www.econbiz.de/10011894446
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