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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Cambridge working papers in economics"
~subject:"Factor analysis"
~subject:"Statistical test"
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Großbritannien
Volatilität
Factor analysis
Statistical test
Estimation theory
63
Schätztheorie
63
Estimation
16
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
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16
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fixed effects
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heteroskedasticity
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Linton, Oliver
7
Jochmans, Koen
4
Pesaran, M. Hashem
3
Chen, Jia
2
Kapetanios, George
2
Li, Degui
2
Bu, Ruijun
1
Chudik, Akexander
1
Gao, Jiti
1
Johnstone, Iain M.
1
Laeven, Roger J. A.
1
Li, Yu-Ning
1
Li, Yuning
1
Li, Z. Merrick
1
Li, Zhen
1
Ma, Shujie
1
Malec, Peter
1
Onatski, Alexei
1
Palumbo, Dario
1
Tang, Haihan
1
Timmermann, Allan
1
Vellekoop, Michel
1
Verardi, Vincenzo
1
Wang, Hanchao
1
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Cambridge working papers in economics
Journal of econometrics
306
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
113
Econometric reviews
80
Economics letters
73
CEMMAP working papers / Centre for Microdata Methods and Practice
62
Econometric theory
59
The econometrics journal
49
Discussion paper / Tinbergen Institute
46
Cowles Foundation discussion paper
34
Economic modelling
34
CREATES research paper
29
Econometrics : open access journal
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
28
Cowles Foundation Discussion Paper
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
Journal of empirical finance
25
International journal of forecasting
23
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22
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19
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17
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1
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
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:
5
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
6
Estimation of the Kronecker covariance model by quadratic form
Linton, Oliver
;
Tang, Haihan
-
2020
Persistent link: https://www.econbiz.de/10013203297
Saved in:
7
Testing for correlation in error-component models
Jochmans, Koen
-
2019
Persistent link: https://www.econbiz.de/10012692618
Saved in:
8
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
-
2019
Persistent link: https://www.econbiz.de/10012698841
Saved in:
9
xtserialpm: a portmanteau test for serial correlation in a linear panel model
Jochmans, Koen
;
Verardi, Vincenzo
-
2019
Persistent link: https://www.econbiz.de/10012699244
Saved in:
10
Dependent microstructure noise and integrated volatility : estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel
-
2019
Persistent link: https://www.econbiz.de/10012703138
Saved in:
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