Browsen in EconStor gesamt nach Autor:innen Callot, Laurent
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Erscheinungsjahr | Titel | Autor:innen |
2014 | Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice | Callot, Laurent; Kock, Anders B.; Medeiros, Marcelo C. |
2014 | Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy | Callot, Laurent; Kristensen, Johannes Tang |
2015 | Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models | Callot, Laurent; Caner, Mehmet; Kock, Anders Bredahl; Riquelme, Juan Andres |
2015 | Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation | Callot, Laurent; Kristensen, Johannes Tang |