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~person:"Baur, Dirk G."
~person:"Clements, Adam"
~subject:"Cointegration"
~subject:"Correlation"
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Search: subject_exact:"Multidimensionale Skalierung"
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Baur, Dirk G.
Clements, Adam
Koopman, Siem Jan
7
Engle, Robert F.
6
Teräsvirta, Timo
6
De Nard, Gianluca
5
Engsted, Tom
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
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1
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
2
Volatility-dependent correlations : further evidence of when, where and how
Clements, Adam
;
Scott, Ayesha
;
Silvennoinen, Annastiina
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
2
,
pp. 505-540
Persistent link: https://www.econbiz.de/10012056697
Saved in:
3
The persistence and asymmetry of time-varying correlations
Baur, Dirk G.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10009232806
Saved in:
4
The persistence and asymmetry of time-varying correlations
Baur, Dirk G.
-
2002
Persistent link: https://www.econbiz.de/10013268791
Saved in:
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