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~person:"Croux, Christophe"
~type_genre:"Arbeitspapier"
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Croux, Christophe
Greenacre, Michael J.
17
McAleer, Michael
16
Schmid, Wolfgang
13
Hallin, Marc
12
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12
Hafner, Christian M.
11
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8
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7
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Asai, Manabu
6
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6
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4
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Volatility spillovers and heavy tails : a large t-Vector AutoRegressive approach
Barbaglia, Luca
;
Croux, Christophe
;
Wilms, Ines
-
2017
Persistent link: https://www.econbiz.de/10011799030
Saved in:
2
An algorithm for the multivariate group lasso with covariance estimation
Wilms, I.
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011658494
Saved in:
3
Robust exponential smoothing of multivariate time series
Croux, Christophe
;
Gelper, Sarah
;
Mahieu, Koen
-
2009
Persistent link: https://www.econbiz.de/10003982213
Saved in:
4
Robust M-estimation of multivariate conditionally heteroscedastic time series models with elliptical innovations
Boudt, Kris
(
contributor
);
Croux, Christophe
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003624500
Saved in:
5
Algorithms for projection-pursuit robust principal component analysis
Croux, Christophe
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003618494
Saved in:
6
Multivariate out-of-sample tests for Granger causality
Gelper, Sarah
(
contributor
);
Croux, Christophe
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003572328
Saved in:
7
On the optimality of multivariate S-estimators
Croux, Christophe
;
Dehon, C.
;
Yadine, A.
-
2010
Persistent link: https://www.econbiz.de/10003985646
Saved in:
8
The k-step spatial sign covariance matrix
Croux, Christophe
;
Dehon, Catherine
;
Yadine, Abdelilah
-
2010
Persistent link: https://www.econbiz.de/10003985680
Saved in:
9
Logistic discrimination using robust estimators
Croux, Christophe
;
Haesbroeck, Gentiane
;
Joossens, Kristel
-
2005
Persistent link: https://www.econbiz.de/10003272133
Saved in:
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