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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Journal of financial econometrics"
~subject:"Statistical test"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Volatilität
Statistical test
Estimation theory
111
Schätztheorie
111
Estimation
35
Schätzung
35
Time series analysis
27
Zeitreihenanalyse
27
Correlation
24
Korrelation
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Statistischer Test
19
Nichtparametrisches Verfahren
18
Nonparametric statistics
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7
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Linton, Oliver
5
Jochmans, Koen
4
Kleibergen, Frank
4
Kong, Lingwei
4
Zhan, Zhaoguo
4
Sancetta, Alessio
3
Khalaf, Lynda
2
Pesaran, M. Hashem
2
Peñaranda, Francisco
2
Zaffaroni, Paolo
2
Bu, Ruijun
1
Buccheri, Giuseppe
1
Chen, Jia
1
Chudik, Akexander
1
Cipollini, Fabrizio
1
Gallo, Giampiero M.
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Gungor, Sermin
1
Guo, Junjie
1
Hecq, Alain W. J.
1
Hong, Seok Young
1
Hung, Mao-Wei
1
Inoue, Atsushi
1
Jiang, Binyan
1
Johnstone, Iain M.
1
Kapetanios, George
1
Ko, Yi-Chen
1
Laeven, Roger J. A.
1
Li, Degui
1
Li, Yu-Ning
1
Li, Z. Merrick
1
Li, Zhen
1
Liu, Cheng
1
Liu, Qiang
1
Liu, Zhi
1
Livieri, Giulia
1
Lu, Jin
1
Lucas, André
1
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1
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Cambridge working papers in economics
Journal of financial econometrics
Journal of econometrics
263
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Econometric reviews
77
Economics letters
71
Econometric theory
58
CEMMAP working papers / Centre for Microdata Methods and Practice
52
The econometrics journal
47
Discussion paper / Tinbergen Institute
42
Cowles Foundation discussion paper
33
Economic modelling
33
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
CREATES research paper
26
Econometrics : open access journal
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Cowles Foundation Discussion Paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Journal of empirical finance
24
Applied economics letters
21
International journal of forecasting
20
Journal of banking & finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Quantitative economics : QE ; journal of the Econometric Society
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Discussion paper
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Journal of applied econometrics
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Oxford bulletin of economics and statistics
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Working paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
NBER Working Paper
17
Quantitative finance
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16
Discussion paper / Center for Economic Research, Tilburg University
15
Finance research letters
15
Journal of forecasting
15
Journal of the American Statistical Association : JASA
15
SFB 649 discussion paper
15
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Applied economics
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
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ECONIS (ZBW)
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1
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
3
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
4
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
5
Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.
;
Margaritella, Luca
;
Smeekes, Stephan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 915-958
Persistent link: https://www.econbiz.de/10014314841
Saved in:
6
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:
7
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
8
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
9
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
10
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
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