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CREATES research paper
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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Estimating high-dimensional time series models
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
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2012
Persistent link: https://www.econbiz.de/10009614505
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2
Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders Bredahl
;
Medeiros, Marcelo C.
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2014
Persistent link: https://www.econbiz.de/10010433252
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3
Asymptotic theory for regressions with smoothly changing parameters
Hillebrand, Eric
;
Medeiros, Marcelo C.
;
Xu, Junyue
-
2012
Persistent link: https://www.econbiz.de/10009562840
Saved in:
4
Nonlinearity, breaks, and long-range dependence in time-series models
Hillebrand, Eric
;
Medeiros, Marcelo C.
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2012
Persistent link: https://www.econbiz.de/10009562841
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