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Testing for instability in covariance structures
Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - 2016
Persistent link: https://www.econbiz.de/10011687504
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Statistical risk models
Kakushadze, Zura; Yu, Willie - In: The journal of investment strategies 6 (2017) 2, pp. 1-40
Persistent link: https://www.econbiz.de/10011668127
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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
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Bayesian estimation of cluster covariance matrices of unknown form
Creal, Drew; Kim, Jaeho - In: Journal of econometrics 241 (2024) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10015075138
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The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019
Persistent link: https://www.econbiz.de/10012177516
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The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019
Persistent link: https://www.econbiz.de/10012063555
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The analysis of marked and weighted empirical processes ofestimated residuals
Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019
Persistent link: https://www.econbiz.de/10012099330
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The analysis of marked and weighted empirical processes ofestimated residuals
Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019
Persistent link: https://www.econbiz.de/10012492557
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Could regressing a stationary series on a non-stationary series obtain meaningful outcomes?
Wong, Wing Keung; Yue, Mu - 2024
Persistent link: https://www.econbiz.de/10015399266