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~isPartOf:"CREATES research paper"
~subject:"Wirtschaftswachstum"
~subject:"Zeitreihenanalyse"
~type_genre:"Non-commercial literature"
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Decomposition method
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CREATES research paper
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Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral
decomposition
Yang, Yukai
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2014
Persistent link: https://www.econbiz.de/10010339079
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2
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
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2021
Persistent link: https://www.econbiz.de/10012620745
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Pitfalls in VAR based return decompositions : a clarification
Engsted, Tom
;
Pedersen, Thomas Q.
;
Tanggaard, Carsten
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2010
Persistent link: https://www.econbiz.de/10003934481
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