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Sparse canonical correlation analysis from a predictive point of view
Wilms, Ines; Croux, Christophe - 2013
Persistent link: https://www.econbiz.de/10010238525
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Robust sparse canonical correlation analysis
Wilms, Ines; Croux, Christophe - 2014
Persistent link: https://www.econbiz.de/10010485679
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Sparse cointegration
Wilms, Ines; Croux, Christophe - 2014
Persistent link: https://www.econbiz.de/10010485685
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Volatility spillovers and heavy tails : a large t-Vector AutoRegressive approach
Barbaglia, Luca; Croux, Christophe; Wilms, Ines - 2017
Persistent link: https://www.econbiz.de/10011799030