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Volatility spillovers and heavy tails : a large t-Vector AutoRegressive approach
Barbaglia, Luca
;
Croux, Christophe
;
Wilms, Ines
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2017
Persistent link: https://www.econbiz.de/10011799030
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2
An algorithm for the multivariate group lasso with covariance estimation
Wilms, I.
;
Croux, Christophe
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2015
Persistent link: https://www.econbiz.de/10011658494
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Multivariate mixtures of Erlangs for density estimation under censoring and truncation
Verbelen, Roel
;
Antonio, Katrien
;
Claeskens, Gerda
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2014
Persistent link: https://www.econbiz.de/10010485676
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