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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:"Estimation"
~subject:"Share price"
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Volatility
Estimation
Share price
Estimation theory
136
Schätztheorie
136
Time series analysis
33
Zeitreihenanalyse
33
Schätzung
31
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Correlation
22
Korrelation
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Volatilität
21
Regression analysis
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Theorie
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Bayesian inference
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English
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Linton, Oliver
11
Jochmans, Koen
3
Pesaran, M. Hashem
3
Audrino, Francesco
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Bu, Ruijun
2
Chen, Jia
2
Escanciano, Juan Carlos
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Gao, Jiti
2
Hoderlein, Stefan
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Kapetanios, George
2
Lewbel, Arthur
2
Li, Degui
2
Srisuma, Sorawoot
2
Verardi, Vincenzo
2
Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Bailey, Natalia
1
Balter, Janine
1
Bos, Charles S.
1
Caldeira, João F.
1
Cappiello, Lorenzo
1
Carrasco, Marine
1
Chen, Yi-ting
1
Cheng, Tingting
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Chudik, Alexander
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Engle, Robert F.
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Fan, Jianqing
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Fan, Yingying
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Giet, Ludovic
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Journal of econometrics
295
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
156
Economics letters
129
Econometric reviews
70
Economic modelling
61
Applied economics letters
59
Discussion paper series / IZA
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NBER Working Paper
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Discussion paper / Tinbergen Institute
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
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CEMMAP working papers / Centre for Microdata Methods and Practice
49
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48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
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44
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Working paper / Department of Econometrics and Business Statistics, Monash University
39
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38
Econometric theory
36
The econometrics journal
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33
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Journal of the American Statistical Association : JASA
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International journal of economics and financial issues : IJEFI
25
Computational economics
24
Finance research letters
24
SFB 649 discussion paper
24
The review of economics and statistics
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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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
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
9
Instrumental-variable estimation of gravity equations
Jochmans, Koen
;
Verardi, Vincenzo
-
2019
Persistent link: https://www.econbiz.de/10012793060
Saved in:
10
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
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