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Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns
Chen, Yuting
;
Potì, Valerio
- In:
Economics letters
235
(
2024
),
pp. 1-4
Persistent link: https://www.econbiz.de/10015071365
Saved in:
2
How accurate are confidence intervals for impulse responses in large VAR models?
Kilian, Lutz
;
Chang, Pao-Li
- In:
Economics letters
69
(
2000
)
3
,
pp. 299-307
Persistent link: https://www.econbiz.de/10001525599
Saved in:
3
How accurate are confidence intervals for impulse responses in large VAR models?
Kilian, Lutz
;
Chang, Pao-Li
- In:
Economics letters
69
(
2000
)
3
,
pp. 299-308
Persistent link: https://www.econbiz.de/10006778092
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