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Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
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2023
Persistent link: https://www.econbiz.de/10014329798
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2
Age-dependent multi-cohort affine mortality model with cohort correlation
Zhou, Yuxin
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Garces, Len Patrick
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Shen, Yang
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Sherris, …
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2023
Persistent link: https://www.econbiz.de/10014458816
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Meta-analysis and partial correlation coefficients : a matter of weights
Hong, Sanghyun
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Reed, W. Robert
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2023
Persistent link: https://www.econbiz.de/10014469239
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Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
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Rastegari, Javad
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Stentoft, Lars
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2023
Persistent link: https://www.econbiz.de/10014281687
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A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
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Jakobsen, Johan Stax
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Silvennoinen, Annastiina
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2022
Persistent link: https://www.econbiz.de/10012816369
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Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
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2021
Persistent link: https://www.econbiz.de/10012603081
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7
Portfolio selection with a rank-deficient covariance matrix
Gulliksson, Mårten
;
Oleynik, Anna
;
Mazur, Stepan
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2021
Persistent link: https://www.econbiz.de/10012605415
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Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
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Silvennoinen, Annastiina
; …
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2021
Persistent link: https://www.econbiz.de/10012815962
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The role of precious metals in portfolio diversification during the Covid19 pandemic : a wavelet-based quantile approach
Alqaralleh, Huthaifa
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Canepa, Alessandra
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2021
Persistent link: https://www.econbiz.de/10013167223
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A note on the use of partial correlation coefficients in meta-analyses
Reed, W. Robert
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2020
Persistent link: https://www.econbiz.de/10012426562
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