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~person:"Alfelt, Gustav"
~person:"Otranto, Edoardo"
~subject:"Risikomaß"
~subject:"Zeitreihenanalyse"
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Risikomaß
Zeitreihenanalyse
Analysis of variance
5
Correlation
5
Estimation theory
5
Korrelation
5
Schätztheorie
5
Time series analysis
5
Varianzanalyse
5
Hadamard exponential matrix
3
Linear algebra
3
Lineare Algebra
3
dynamic covariances and correlations
3
realized covariances
3
Capital income
2
Covariance targeting
2
High-dimensional data
2
Kapitaleinkommen
2
Realized covariance matrix
2
Stock co-volatility
2
Time series matrix-variate model
2
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2
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English
5
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Alfelt, Gustav
Otranto, Edoardo
Caporin, Massimiliano
8
McAleer, Michael
7
Bauwens, Luc
6
Opschoor, Anne
6
Voev, Valeri
6
Christensen, Kim
5
Lucas, André
5
Patton, Andrew J.
5
Schmid, Wolfgang
5
Bonato, Matteo
4
Halbleib, Roxana
4
Janus, Paweł
4
Korn, Ralf
4
Podolskij, Mark
4
Bodnar, Taras
3
Bollerslev, Tim
3
Dijk, Herman K. van
3
Fengler, Matthias R.
3
Huschens, Stefan
3
Härdle, Wolfgang
3
Javed, Farrukh
3
Koopman, Siem Jan
3
Ng, Serena
3
Oomen, Roel C. A.
3
Quaedvlieg, Rogier
3
Ranaldo, Angelo
3
Stahl, Gerhard
3
Xu, Yongdeng
3
Śliwa, Przemysław
3
Andersen, Torben
2
Braione, Manuela
2
Corsi, Fulvio
2
Dobrev, Dobrislav
2
Emmer, Susanne
2
Fengler, Matthias
2
Gao, Jiti
2
Gottschling, Andreas
2
Gribisch, Bastian
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CORE discussion papers : DP
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics
1
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1
Working papers
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ECONIS (ZBW)
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1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
-
2021
Persistent link: https://www.econbiz.de/10012603081
Saved in:
3
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
4
Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
Persistent link: https://www.econbiz.de/10012429316
Saved in:
5
Modelling realized covariance matrices : a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515717
Saved in:
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