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~accessRights:"free"
~language:"eng"
~person:"Linton, Oliver"
~subject:"Schätzung"
~subject:"Volatilität"
~type:"book"
~type_genre:"Länderbericht"
~type_genre:"Non-commercial literature"
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Schätzung
Volatilität
Nichtparametrisches Verfahren
75
Nonparametric statistics
75
Theorie
69
Theory
69
Estimation theory
60
Schätztheorie
60
Estimation
39
Time series analysis
28
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28
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24
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15
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Momentenmethode
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Aktienmarkt
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Graue Literatur
48
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37
Working Paper
37
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6
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6
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Linton, Oliver
Caporale, Guglielmo Maria
222
McAleer, Michael
184
Gil-Alaña, Luis A.
124
Belke, Ansgar
110
Wagner, Joachim
100
Gupta, Rangan
92
Chang, Chia-Lin
81
Pesaran, M. Hashem
81
Schneider, Friedrich
75
Koopman, Siem Jan
74
Buch, Claudia M.
70
Berg, Gerard J. van den
69
Härdle, Wolfgang
67
Schnabel, Claus
66
Winter-Ebmer, Rudolf
61
Addison, John T.
60
Woessmann, Ludger
57
Bauer, Thomas K.
55
Puhani, Patrick A.
54
Heckman, James J.
53
Rycx, François
53
Dreger, Christian
52
Tansel, Aysıt
52
Riphahn, Regina T.
51
Spagnolo, Nicola
50
Pierdzioch, Christian
49
Jenkins, Stephen
48
Hautsch, Nikolaus
47
Ours, Jan C. van
47
Görg, Holger
45
Fitzenberger, Bernd
44
Bloom, Nicholas
43
Lechner, Michael
43
Lucas, André
43
Afonso, António
42
Blundell, Richard W.
41
Castelnuovo, Efrem
41
Czarnitzki, Dirk
41
Diebold, Francis X.
41
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Centre for Microdata Methods and Practice <London>
1
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CEMMAP working papers / Centre for Microdata Methods and Practice
17
Cambridge working papers in economics
14
Cambridge-INET working papers
8
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Janeway Institute working paper series
5
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Discussion papers of interdisciplinary research project 373
2
Econometrics papers
2
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1
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1
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1
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1
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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
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
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
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:
5
A nonparametric panel model for climate data with seasonal and spatial variation
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2022
Persistent link: https://www.econbiz.de/10013484997
Saved in:
6
A nonparametric panel model for climate data with seasonal and spatial variation
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2022
Persistent link: https://www.econbiz.de/10013494366
Saved in:
7
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:
8
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
9
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:
10
Dynamic peer groups of arbitrage characteristics
Ge, Shuyi
;
Li, Shaoran
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10013205408
Saved in:
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