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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:"Nichtparametrisches Verfahren"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Share price
Estimation theory
136
Schätztheorie
136
Time series analysis
33
Zeitreihenanalyse
33
Estimation
31
Schätzung
31
Nonparametric statistics
25
Correlation
22
Korrelation
22
Volatilität
21
Regression analysis
19
Regressionsanalyse
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Panel
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Panel study
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Theorie
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Theory
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Statistical test
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Marktmikrostruktur
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Kapitaleinkommen
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Bayesian inference
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Stochastischer Prozess
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Method of moments
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English
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Linton, Oliver
13
Chen, Jia
3
Gao, Jiti
3
Li, Degui
3
Escanciano, Juan Carlos
2
Hoderlein, Stefan
2
Härdle, Wolfgang
2
Kapetanios, George
2
Lewbel, Arthur
2
Pesaran, M. Hashem
2
Srisuma, Sorawoot
2
Zhang, Zheng
2
Ahlgren, Niklas
1
Ai, Chunrong
1
Andreou, Alena
1
Antell, Jan
1
Bailey, Natalia
1
Balter, Janine
1
Birke, Melanie
1
Bos, Charles S.
1
Boudt, Kris
1
Bu, Ruijun
1
Caldeira, João F.
1
Carrasco, Marine
1
Cheng, Tingting
1
Croux, Christophe
1
Denuit, Michel
1
Di, Jianing
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Ferreira, Eva
1
Francq, Christian
1
Frederiksen, Per
1
Gangopadhyay, Ashis
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Journal of econometrics
422
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
149
CEMMAP working papers / Centre for Microdata Methods and Practice
124
Econometric theory
115
Economics letters
107
Econometric reviews
96
Journal of the American Statistical Association : JASA
78
The econometrics journal
68
Discussion paper / Tinbergen Institute
56
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
50
Discussion papers of interdisciplinary research project 373
48
Working paper / Department of Econometrics and Business Statistics, Monash University
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
SFB 649 discussion paper
41
Discussion paper series / IZA
38
Quantitative economics : QE ; journal of the Econometric Society
37
Cowles Foundation discussion paper
36
CREATES research paper
32
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
32
Economic modelling
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
European journal of operational research : EJOR
31
Econometrics papers
30
Journal of empirical finance
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Cowles Foundation Discussion Paper
28
Série des documents de travail / Centre de Recherche en Économie et Statistique
28
Journal of banking & finance
27
NBER Working Paper
27
NBER working paper series
26
Working paper
26
Econometrics : open access journal
25
International journal of forecasting
25
Boston College working papers in economics
23
Journal of applied econometrics
23
Journal of risk and financial management : JRFM
23
Working papers / TSE : WP
22
Computational economics
20
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ECONIS (ZBW)
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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
Saved in:
2
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:
3
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
4
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:
5
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:
6
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
7
A semi-parametric Bayesian generalized least square estimator
Wu, Ruochen
;
Weeks, Melvyn
-
2020
Persistent link: https://www.econbiz.de/10012793122
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
Semiparametric nonlinear panel data models with measurement error
Linton, Oliver
;
Shiu, Ji-Liang
-
2019
Persistent link: https://www.econbiz.de/10012692254
Saved in:
10
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
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