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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"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel study"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Panel study
Share price
Estimation theory
136
Schätztheorie
136
Time series analysis
33
Zeitreihenanalyse
33
Estimation
31
Schätzung
31
Nonparametric statistics
25
Correlation
22
Korrelation
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Volatilität
21
Regression analysis
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Regressionsanalyse
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Panel
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Linton, Oliver
14
Pesaran, M. Hashem
8
Jochmans, Koen
6
Chen, Jia
3
Chudik, Alexander
3
Gao, Jiti
3
Li, Degui
3
Escanciano, Juan Carlos
2
Hayakawa, Kazuhiko
2
Hoderlein, Stefan
2
Härdle, Wolfgang
2
Kapetanios, George
2
Lewbel, Arthur
2
Srisuma, Sorawoot
2
Tosetti, Elisa
2
Verardi, Vincenzo
2
Zhang, Zheng
2
Ahlgren, Niklas
1
Ai, Chunrong
1
Andreou, Alena
1
Antell, Jan
1
Bailey, Natalia
1
Balter, Janine
1
Birke, Melanie
1
Bos, Charles S.
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Bu, Ruijun
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Cheng, Tingting
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Di, Jianing
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Fan, Jianqing
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Journal of econometrics
544
Economics letters
190
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
184
CEMMAP working papers / Centre for Microdata Methods and Practice
157
Econometric reviews
144
Econometric theory
136
The econometrics journal
102
Journal of the American Statistical Association : JASA
80
Discussion paper / Tinbergen Institute
70
Discussion paper series / IZA
67
Working paper / Department of Econometrics and Business Statistics, Monash University
65
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
55
Discussion papers of interdisciplinary research project 373
50
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
50
Quantitative economics : QE ; journal of the Econometric Society
46
Cowles Foundation discussion paper
43
Economic modelling
43
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
SFB 649 discussion paper
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European journal of operational research : EJOR
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Cowles Foundation Discussion Paper
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
IZA Discussion Paper
30
Applied economics
29
Journal of applied econometrics
29
Journal of empirical finance
29
Computational economics
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Journal of banking & finance
28
International journal of forecasting
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ECONIS (ZBW)
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1
CCE estimation of high-dimensional panel data models with interactive fixed effects
Vogt, Michael
;
Walsh, Christopher
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013485021
Saved in:
2
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:
3
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:
4
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
5
A unified framework for specification tests of continuous treatment effect models
Huang, Wei
;
Linton, Oliver
;
Zhang, Zheng
-
2021
Persistent link: https://www.econbiz.de/10013254169
Saved in:
6
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:
7
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
8
A semi-parametric Bayesian generalized least square estimator
Wu, Ruochen
;
Weeks, Melvyn
-
2020
Persistent link: https://www.econbiz.de/10012793122
Saved in:
9
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
10
Semiparametric nonlinear panel data models with measurement error
Linton, Oliver
;
Shiu, Ji-Liang
-
2019
Persistent link: https://www.econbiz.de/10012692254
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