Search Results - subject:"covariance matrix"

Mohamad, Usama Y.; Shah, Ibrahim A.; Hunziker, Thomas; … - In: International Journal of Wireless Networks and … 6 (2017) 2, pp. 43-59

the receiver using a whitening approach. Here, the covariance matrix is estimated and used subsequently for defining the …

Persistent link: https://www.econbiz.de/10012048699

Yu, Philip L. H.; Li, Wai Keung; Ng, F. C. - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 4, pp. 513-527

Persistent link: https://www.econbiz.de/10011893712

Sass, Jörn; Westphal, Dorothee; Wunderlich, Ralf - In: International journal of theoretical and applied finance 20 (2017) 4, pp. 1-41

Persistent link: https://www.econbiz.de/10011687059

Bosch-Badia, Maria-Teresa; Montllor i Serrats, Joan; … - In: Review of managerial science 11 (2017) 4, pp. 789-814

Persistent link: https://www.econbiz.de/10011722001

Kakushadze, Zura; Yu, Willie - In: The journal of investment strategies 6 (2017) 2, pp. 1-40

Persistent link: https://www.econbiz.de/10011668127

Chen, Xinming; Peng, Songlan; Gao, Ke; Qiao, Yankuo - In: International journal of economics, finance and … 5 (2017) 4, pp. 222-228

Persistent link: https://www.econbiz.de/10011784238

Lee, Miyoung; Daehwan, Kim - In: Finance research letters 22 (2017), pp. 259-267

Persistent link: https://www.econbiz.de/10011808176

Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - In: Economics letters 156 (2017), pp. 110-113

Persistent link: https://www.econbiz.de/10011822383

Kempf, Alexander; Korn, Olaf; Saßning, Sven - Centre for Financial Research <Köln> - 2011

In this paper we develop the rst estimator of the covariance matrix that relies solely onforward-looking information …

Persistent link: https://www.econbiz.de/10009284864

Syczewska, Ewa - Zakład Ekonometrii Stosowanej, Szkoła Główna … - 2011

estimation of the long-run covariance matrix. We compare the effect of the choice of kernel on the performance of the tests, and …

Persistent link: https://www.econbiz.de/10009363271

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