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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Journal of forecasting"
~subject:"Correlation"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Volatilität
Correlation
Estimation theory
186
Schätztheorie
186
Forecasting model
73
Prognoseverfahren
73
Time series analysis
67
Zeitreihenanalyse
67
Theorie
52
Theory
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Estimation
34
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Regression analysis
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Maximum likelihood estimation
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Linton, Oliver
8
Jochmans, Koen
4
Pesaran, M. Hashem
4
Chen, Jia
3
Li, Degui
3
Tang, Haihan
3
Chudik, Alexander
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Onatski, Alexei
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Taylor, James W.
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Abraham, Bovas
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Ai, Chunrong
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Balakrishna, N.
1
Baltagi, Badi H.
1
Ben-Zion, Uri
1
Blanco-Fernández, Ángela
1
Bu, Ruijun
1
Chen, Bei
1
Dawoud, Issam
1
Fei, Tianlun
1
Fischer, Henning
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Gel, Yulia R.
1
Hafner, Christian M.
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Cambridge working papers in economics
Journal of forecasting
Journal of econometrics
164
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Economics letters
52
Discussion paper / Tinbergen Institute
37
Econometric reviews
30
Econometric theory
28
Journal of empirical finance
26
Journal of banking & finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
The econometrics journal
21
Finance research letters
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Journal of the American Statistical Association : JASA
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of forecasting
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SFB 649 discussion paper
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Econometrics : open access journal
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Journal of applied econometrics
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NBER working paper series
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Oxford bulletin of economics and statistics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
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Applied economics
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CEMMAP working papers / Centre for Microdata Methods and Practice
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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
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International journal of theoretical and applied finance
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The North American journal of economics and finance : a journal of financial economics studies
12
Computational economics
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CESifo working papers
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Journal of risk and financial management : JRFM
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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
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
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:
4
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
5
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
6
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
7
Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
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
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
10
Testing for correlation in error-component models
Jochmans, Koen
-
2019
Persistent link: https://www.econbiz.de/10012692618
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