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1
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
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
;
Garces, Len Patrick
;
Shen, Yang
;
Sherris, …
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2023
Persistent link: https://www.econbiz.de/10014458816
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3
Meta-analysis and partial correlation coefficients : a matter of weights
Hong, Sanghyun
;
Reed, W. Robert
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2023
Persistent link: https://www.econbiz.de/10014469239
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4
Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
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2023
Persistent link: https://www.econbiz.de/10014281687
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5
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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6
Portfolio selection with a rank-deficient covariance matrix
Gulliksson, Mårten
;
Oleynik, Anna
;
Mazur, Stepan
-
2021
Persistent link: https://www.econbiz.de/10012605415
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7
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
-
2021
-
This draft: 21 January 2021
Persistent link: https://www.econbiz.de/10012608826
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The role of precious metals in portfolio diversification during the Covid19 pandemic : a wavelet-based quantile approach
Alqaralleh, Huthaifa
;
Canepa, Alessandra
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2021
Persistent link: https://www.econbiz.de/10013167223
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9
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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ivcrc : an instrumental variables estimator for the correlated random coefficients model
Benson, David
;
Masten, Matthew A.
;
Torgovitsky, Alexander
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2020
Persistent link: https://www.econbiz.de/10012388671
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