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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Cambridge working papers in economics"
~subject:"Correlation"
~subject:"Estimation"
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Search: subject_exact:"Estimation theory"
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Volatility
Correlation
Estimation
Estimation theory
136
Schätztheorie
136
Time series analysis
33
Zeitreihenanalyse
33
Schätzung
31
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Korrelation
22
Volatilität
21
Regression analysis
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Linton, Oliver
13
Jochmans, Koen
6
Pesaran, M. Hashem
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Tang, Haihan
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Audrino, Francesco
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Bu, Ruijun
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Chudik, Alexander
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Gao, Jiti
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Onatski, Alexei
2
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2
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1
Andreou, Alena
1
Antell, Jan
1
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1
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1
Bos, Charles S.
1
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1
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1
Cappiello, Lorenzo
1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Journal of econometrics
322
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
174
Economics letters
145
Econometric reviews
75
Applied economics letters
63
Discussion paper series / IZA
61
NBER Working Paper
60
Discussion paper / Tinbergen Institute
59
Economic modelling
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
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51
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43
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41
Journal of banking & finance
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Journal of the American Statistical Association : JASA
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41
Working paper
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International journal of forecasting
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28
Finance research letters
28
Journal of financial econometrics
26
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
25
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ECONIS (ZBW)
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CCE estimation of high-dimensional panel data models with interactive fixed effects
Vogt, Michael
;
Walsh, Christopher
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013485021
Saved in:
2
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
Saved in:
3
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
4
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
5
A unified framework for specification tests of continuous treatment effect models
Huang, Wei
;
Linton, Oliver
;
Zhang, Zheng
-
2021
Persistent link: https://www.econbiz.de/10013254169
Saved in:
6
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
7
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
8
Estimation of the Kronecker covariance model by quadratic form
Linton, Oliver
;
Tang, Haihan
-
2020
Persistent link: https://www.econbiz.de/10013203297
Saved in:
9
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
10
Testing for correlation in error-component models
Jochmans, Koen
-
2019
Persistent link: https://www.econbiz.de/10012692618
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