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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"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Börsenkurs"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Volatility
Börsenkurs
Share price
Estimation theory
221
Schätztheorie
221
Theorie
99
Theory
99
Nichtparametrisches Verfahren
50
Nonparametric statistics
50
Time series analysis
50
Zeitreihenanalyse
50
Estimation
43
Schätzung
43
Regression analysis
38
Regressionsanalyse
38
Volatilität
27
Statistical test
23
Statistischer Test
23
Correlation
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Stochastic process
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Stochastischer Prozess
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18
Panel study
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Capital income
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ARCH model
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Linton, Oliver
6
Härdle, Wolfgang
4
Spokojnyj, Vladimir G.
4
Escanciano, Juan Carlos
2
Herwartz, Helmut
2
Hoderlein, Stefan
2
Kapetanios, George
2
Lewbel, Arthur
2
Pesaran, M. Hashem
2
Srisuma, Sorawoot
2
Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Bailey, Natalia
1
Balter, Janine
1
Bos, Charles S.
1
Bu, Ruijun
1
Bunke, Olaf
1
Caldeira, João F.
1
Carrasco, Marine
1
Chen, Jia
1
Cheng, Tingting
1
Dankenbring, Henning
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Frederiksen, Per
1
Gao, Jiti
1
Ghysels, Eric
1
Grammig, Joachim
1
Hassler, Uwe
1
Horváth, Lajos
1
Ikeda, Shin S.
1
Janus, Paweł
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Koopman, Siem Jan
1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of econometrics
130
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Discussion paper / Tinbergen Institute
29
Economics letters
29
Journal of empirical finance
28
Econometric reviews
22
Economic modelling
20
Journal of banking & finance
20
Quantitative finance
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
CREATES research paper
17
Econometric theory
17
Finance research letters
17
Journal of financial econometrics
15
International journal of forecasting
14
International journal of theoretical and applied finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
International journal of economics and financial issues : IJEFI
13
Journal of forecasting
13
Journal of risk and financial management : JRFM
13
The econometrics journal
12
Working paper
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NBER Working Paper
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SFB 649 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
10
Econometrics : open access journal
10
Journal of mathematical finance
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International review of financial analysis
9
Journal of financial economics
9
NBER working paper series
9
The journal of finance : the journal of the American Finance Association
9
Working paper / National Bureau of Economic Research, Inc.
9
Applied economics
8
Finance and stochastics
8
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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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
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
3
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
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
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
6
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:
7
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
8
A semiparametric intraday GARCH model
Malec, Peter
-
2016
Persistent link: https://www.econbiz.de/10011538851
Saved in:
9
Nonparametric Euler equation identi cation and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2015
Persistent link: https://www.econbiz.de/10011455563
Saved in:
10
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
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