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person:"Daníelsson, Jón"
subject:"Volatility"
~person:"Linton, Oliver"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Time series analysis
Estimation theory
159
Schätztheorie
159
Nichtparametrisches Verfahren
84
Nonparametric statistics
84
Estimation
38
Schätzung
38
Zeitreihenanalyse
36
Regression analysis
31
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31
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28
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28
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Prognoseverfahren
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Daníelsson, Jón
Linton, Oliver
Phillips, Peter C. B.
99
Gao, Jiti
74
Koopman, Siem Jan
59
Johansen, Søren
43
Teräsvirta, Timo
43
Franses, Philip Hans
42
Lütkepohl, Helmut
42
Nielsen, Morten Ørregaard
39
Swanson, Norman R.
35
Kapetanios, George
33
Harvey, Andrew C.
32
Nelson, Daniel B.
32
Koop, Gary
29
Sibbertsen, Philipp
29
Engle, Robert F.
28
Pesaran, M. Hashem
28
Lucas, André
27
Stock, James H.
27
Diebold, Francis X.
26
Gouriéroux, Christian
25
Li, Degui
25
Maravall Herrero, Agustín
25
Peng, Bin
25
Taylor, Robert
25
Watson, Mark W.
25
Härdle, Wolfgang
24
Perron, Pierre
24
Cavaliere, Giuseppe
23
Ghysels, Eric
23
Nielsen, Bent
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Haldrup, Niels
22
Leybourne, Stephen James
22
McAleer, Michael
22
Bauwens, Luc
21
Brännäs, Kurt
21
Dong, Chaohua
21
Hassler, Uwe
21
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Journal of econometrics
8
CEMMAP working papers / Centre for Microdata Methods and Practice
6
Cambridge working papers in economics
6
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Discussion paper / Tinbergen Institute
3
Econometric theory
3
Cambridge-INET working papers
2
Janeway Institute working paper series
2
Journal of empirical finance
2
Annales d'économie et de statistique
1
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1
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1
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
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1
Handbook of financial time series
1
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1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
43
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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
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
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
6
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
7
A ReMeDI for microstructure noise
Li, Z. Merrick
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 367-389
Persistent link: https://www.econbiz.de/10012821689
Saved in:
8
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
9
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
10
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
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