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~person:"Barhoumi, Karim"
~person:"Shephard, Neil G."
~subject:"Schätztheorie"
~subject:"World"
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Search: subject:"Multivariate Analyse"
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Multivariate Analyse
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Barhoumi, Karim
Shephard, Neil G.
Härdle, Wolfgang
9
Teräsvirta, Timo
8
Graff, Michael
7
Sheppard, Kevin
7
Claeskens, Gerda
6
Hafner, Christian M.
6
Noureldin, Diaa
6
Silvennoinen, Annastiina
6
Amengual, Dante
5
Audrino, Francesco
5
Barndorff-Nielsen, Ole E.
5
Croux, Christophe
5
Fiorentini, Gabriele
5
Hansen, Peter Reinhard
5
Hautsch, Nikolaus
5
Konrad, Kai A.
5
Kyj, Lada M.
5
Lunde, Asger
5
Qari, Salmai
5
Sentana, Enrique
5
Trojani, Fabio
5
Valdesogo, Alfonso
5
Antonio, Katrien
4
Asai, Manabu
4
Boudt, Kris
4
Chen, Xiaohong
4
Chernozhukov, Victor
4
Cubadda, Gianluca
4
Cumming, Douglas J.
4
Dominicy, Yves
4
Fan, Yanqin
4
Galichon, Alfred
4
Hallin, Marc
4
Heinen, Andréas
4
Herwartz, Helmut
4
Ilmonen, Pauliina
4
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4
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3
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1
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ECONIS (ZBW)
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Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
2
Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
-
2012
Persistent link: https://www.econbiz.de/10009531407
Saved in:
3
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531527
Saved in:
4
Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
-
2012
Persistent link: https://www.econbiz.de/10009532682
Saved in:
5
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532730
Saved in:
6
Multivariate high-frequency-based volatility (HEAVY) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2011
Persistent link: https://www.econbiz.de/10008842201
Saved in:
7
A World Trade Leading Index (WTLI)
Barhoumi, Karim
;
Darné, Olivier
;
Ferrara, Laurent
- In:
Economics letters
146
(
2016
),
pp. 111-115
Persistent link: https://www.econbiz.de/10011619146
Saved in:
8
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2009
Persistent link: https://www.econbiz.de/10003854421
Saved in:
9
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003807445
Saved in:
10
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003818473
Saved in:
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