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person:"Zimmermann, Heinz"
~person:"Engle, Robert F."
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Zimmermann, Heinz
Engle, Robert F.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Large dynamic covariance matrices
Engle, Robert F.
;
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 363-375
Persistent link: https://www.econbiz.de/10012178181
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2
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
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