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~subject:"Zeitreihenanalyse"
~subject:"United States"
~type:"article"
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Search: subject_exact:"Matrizenrechnung"
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Zeitreihenanalyse
United States
Linear algebra
152
Lineare Algebra
152
Theorie
81
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80
Correlation
35
Korrelation
35
Estimation theory
25
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25
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19
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14
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14
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11
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4
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24
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Fan, Jianqing
3
Liao, Yuan
2
Bauwens, Luc
1
Bavaud, F.
1
Casillas González, Juan Martín
1
Chen, Jiaqi
1
Chen, Song Xi
1
Dong, Yingjie
1
Drożdż, S.
1
Galanopoulos, Konstantinos
1
Gillard, Jonathan
1
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1
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1
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1
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1
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1
He, Yong
1
Jung, Johannes
1
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1
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1
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1
Klarić, Matija
1
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1
Kordi, M.
1
Lesage, James P.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Shen, Xiaobei
1
Speth, J.
1
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1
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Journal of econometrics
4
Economics letters
2
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
2
Quantitative finance
2
Annual review of financial economics
1
Applied economics letters
1
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
Emerging economic models for global sustainability and social development
1
Geographical analysis : an international journal of theoretical geography
1
International journal of forecasting
1
International journal of production research
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of the American Statistical Association : JASA
1
Long memory in economics : with 50 tables
1
Modern economy
1
The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
1
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ECONIS (ZBW)
24
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1
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
2
Characterizing correlation matrices that admit a clustered factor representation
Tong, Chen
;
Hansen, Peter Reinhard
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014506906
Saved in:
3
Projected estimation for large-dimensional matrix factor models
Yu, Long
;
He, Yong
;
Kong, Xinbing
;
Zhang, Xinsheng
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 201-217
Persistent link: https://www.econbiz.de/10013441854
Saved in:
4
Recent developments in factor models and applications in econometric learning
Fan, Jianqing
;
Li, Kunpeng
;
Liao, Yuan
- In:
Annual review of financial economics
13
(
2021
),
pp. 401-430
Persistent link: https://www.econbiz.de/10012795259
Saved in:
5
Testing high-dimensional covariance matrices under the elliptical distribution and beyond
Yang, Xinxin
;
Zheng, Xinghua
;
Chen, Jiaqi
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 409-423
Persistent link: https://www.econbiz.de/10012619243
Saved in:
6
Random matrix models for datasets with fixed time horizons
Zitelli, G. L.
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 769-781
Persistent link: https://www.econbiz.de/10012262618
Saved in:
7
Dynamic principal component CAW models for high-dimensional realized covariance matrices
Gribisch, Bastian
;
Stollenwerk, Michael
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 799-821
Persistent link: https://www.econbiz.de/10012262622
Saved in:
8
Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509995
Saved in:
9
The modelling of the economy by means of C-V-M matrices
Pushnoi, Grigorii
- In:
Emerging economic models for global sustainability and …
,
(pp. 329-372)
.
2019
Persistent link: https://www.econbiz.de/10011932743
Saved in:
10
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
11
Structured low-rank matrix completion for forecasting in time series analysis
Gillard, Jonathan
;
Usevich, Konstantin
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 582-597
Persistent link: https://www.econbiz.de/10012031043
Saved in:
12
Flow autocorrelation : a dyadic approach
Bavaud, F.
;
Kordi, M.
;
Kaiser, C.
- In:
The annals of regional science : an international …
61
(
2018
)
1
,
pp. 95-111
Persistent link: https://www.econbiz.de/10012004999
Saved in:
13
Spectral methods for growth curve clustering
Majstorović, Snježana
;
Sabo, Kristian
;
Jung, Johannes
; …
- In:
Central European journal of operations research : CEJOR …
26
(
2018
)
3
,
pp. 715-737
Persistent link: https://www.econbiz.de/10011898388
Saved in:
14
An overview of the estimation of large covariance and precision matrices
Fan, Jianqing
;
Liao, Yuan
;
Liu, Han
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011487485
Saved in:
15
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
Saved in:
16
Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data
Zadrozny, Peter A.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 438-446
Persistent link: https://www.econbiz.de/10011704992
Saved in:
17
Random matrix approach to correlation matrix of financial data : (Mexican stock market case)
Casillas González, Juan Martín
;
Torres, Antonio Alatorre
- In:
Modern economy
6
(
2015
)
9
,
pp. 1033-1042
Persistent link: https://www.econbiz.de/10011441589
Saved in:
18
A new multivariate EWMA scheme for monitoring covariance matrices
Shen, Xiaobei
;
Tsung, Fugee
;
Zou, Changliang
- In:
International journal of production research
52
(
2014
)
10
,
pp. 2834-2850
Persistent link: https://www.econbiz.de/10010353340
Saved in:
19
A random matrix theory approach to test for agricultural productivity convergence
Surry, Yves
;
Galanopoulos, Konstantinos
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1319-1323
Persistent link: https://www.econbiz.de/10010467415
Saved in:
20
Tests for high-dimensional covariance matrices
Chen, Song Xi
;
Zhang, Li-xin
;
Zhong, Ping-shou
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
490
,
pp. 810-819
Persistent link: https://www.econbiz.de/10008736837
Saved in:
21
Bayesian model averaging for spatial econometric models
Lesage, James P.
;
Parent, Olivier
- In:
Geographical analysis : an international journal of …
39
(
2007
)
3
,
pp. 241-267
Persistent link: https://www.econbiz.de/10003565595
Saved in:
22
Prediction, orthogonal polynomials and Toeplitz matrices : a fast and reliable approximation to the Durbin-Levinson algorithm
Kateb, Djalil
;
Seghier, Abdellatif
;
Teyssière, Gilles
- In:
Long memory in economics : with 50 tables
,
(pp. 239-261)
.
2006
Persistent link: https://www.econbiz.de/10003375646
Saved in:
23
Random matrix theory and cross-correlations of stock prices
Rosenow, B.
;
Gopikrishnan, P.
;
Plerou, V.
;
Stanley, H. E.
- In:
Empirical science of financial fluctuations : the …
,
(pp. [27]-34)
.
2002
Persistent link: https://www.econbiz.de/10001679223
Saved in:
24
Dynamics of correlations in the stock market
Drożdż, S.
;
Grümmer, F.
;
Ruf, François
;
Speth, J.
- In:
Empirical science of financial fluctuations : the …
,
(pp. [41]-50)
.
2002
Persistent link: https://www.econbiz.de/10001679227
Saved in:
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