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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:"Journal of mathematical finance"
~subject:"ARCH-Modell"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Volatility
ARCH-Modell
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Estimation theory
161
Schätztheorie
161
Estimation
38
Schätzung
38
Time series analysis
38
Zeitreihenanalyse
38
Volatilität
28
Nichtparametrisches Verfahren
27
Nonparametric statistics
27
Correlation
25
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25
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20
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20
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Linton, Oliver
6
Escanciano, Juan Carlos
2
Francq, Christian
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Hoderlein, Stefan
2
Horváth, Lajos
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Irungu, Irene W.
2
Kapetanios, George
2
Lewbel, Arthur
2
Mwita, Peter N.
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Pesaran, M. Hashem
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2
Waititu, Antony G.
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Zakoïan, Jean-Michel
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Adewuyi, Adejumo Wahab
1
Ahlgren, Niklas
1
Andreou, Alena
1
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1
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1
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1
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1
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1
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Epaphra, Manamba
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Journal of mathematical finance
Journal of econometrics
154
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Econometric theory
50
Economics letters
42
Discussion paper / Tinbergen Institute
39
Journal of empirical finance
35
Econometric reviews
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25
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24
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International journal of forecasting
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15
Série des documents de travail / Centre de Recherche en Économie et Statistique
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The North American journal of economics and finance : a journal of financial economics studies
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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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Journal of time series econometrics
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The European journal of finance
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CORE discussion papers : DP
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International review of financial analysis
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ECONIS (ZBW)
51
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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
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
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
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
7
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:
8
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
9
A semiparametric intraday GARCH model
Malec, Peter
-
2016
Persistent link: https://www.econbiz.de/10011538851
Saved in:
10
Nonparametric Euler equation identi cation and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2015
Persistent link: https://www.econbiz.de/10011455563
Saved in:
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