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isPartOf:"Discussion paper"
subject:"Nichtparametrisches Verfahren"
~isPartOf:"Cambridge working papers in economics"
~person:"Bu, Ruijun"
~person:"Ma, Shujie"
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Nichtparametrisches Verfahren
Estimation theory
2
Nonparametric statistics
2
Schätztheorie
2
Brownian semi-martingale
1
Börsenkurs
1
Cross-Sectional Dependence
1
Cross-section analysis
1
Estimation
1
Factor analysis
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Faktorenanalyse
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Fama-French Model
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Financial market
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Finanzmarkt
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Induktive Statistik
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Inference
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Kernel smoothing
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Market microstructure
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Marktmikrostruktur
1
Microstructure noise
1
Quantile
1
Querschnittsanalyse
1
Schätzung
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Share price
1
Sieve Estimation
1
Sparsity
1
Spot volatility matrix
1
Statistical inference
1
Stochastic process
1
Stochastischer Prozess
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Time series analysis
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Uniform consistency
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Volatility
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Volatilität
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Zeitreihenanalyse
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Bu, Ruijun
Ma, Shujie
Linton, Oliver
11
Breunig, Christoph
4
Gao, Jiti
3
Hoderlein, Stefan
3
Li, Degui
3
Chen, Jia
2
Escanciano, Juan Carlos
2
Lewbel, Arthur
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Schmid, Timo
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Srisuma, Sorawoot
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Tzavidis, Nikos
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Zhang, Zheng
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Ai, Chunrong
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Cheng, Tingting
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Cosma, Antonio
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Diewert, Walter E.
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Falk, Martin
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Groß, Marcus
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Haan, Peter
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Harris, David
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Huang, Wei
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Jochmans, Koen
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Kew, Hsein
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Koebel, Bertrand M.
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Kostyrka, Andreï
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Laisney, François
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Li, Yuning
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Malec, Peter
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Mammen, Enno
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Motegi, Kaiji
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Rendtel, Ulrich
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Richmond, J.
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Salvati, Nicola
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Sancetta, Alessio
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Schmon, Sebastian
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Shimizu, Chihiro
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Shiu, Ji-Liang
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Cambridge working papers in economics
Journal of econometrics
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CEMMAP working papers / Centre for Microdata Methods and Practice
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CREATES research paper
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Department of Economics working paper series / McMaster University, Department of Economics
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Econometric reviews
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Janeway Institute working paper series
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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SFB 649 discussion paper
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The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
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2
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
-
2019
Persistent link: https://www.econbiz.de/10012698841
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