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~isPartOf:"Cambridge working papers in economics"
~person:"Linton, Oliver"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Zinsstruktur"
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Einheitswurzeltest
Estimation theory
Zinsstruktur
Time series analysis
9
Zeitreihenanalyse
9
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Estimation
5
Schätztheorie
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5
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Share price
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Theorie
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Theory
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Aktienmarkt
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Autokorrelation
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Factor analysis
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Microstructure noise
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Panel
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Panel study
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Prognoseverfahren
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Volatilität
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Brownian semi-martingale
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Business network
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CAPM
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Linton, Oliver
Harvey, Andrew C.
3
Chen, Jia
2
Li, Degui
2
Bailey, Natalia
1
Bu, Ruijun
1
Cheng, Tingting
1
Gao, Jiti
1
Hurn, Stan
1
Kapetanios, George
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Koo, Bonsoo
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Laeven, Roger J. A.
1
Li, Yu-Ning
1
Li, Yuning
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Li, Z. Merrick
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Luati, Alessandra
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Onatski, Alexei
1
Palumbo, Dario
1
Pesaran, M. Hashem
1
Sancetta, Alessio
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Thiele, Stephen
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Vellekoop, Michel
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Wang, Chen
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Cambridge working papers in economics
Journal of econometrics
9
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Cambridge-INET working papers
2
Discussion paper series / LSE Financial Markets Group
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Econometric theory
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Janeway Institute working paper series
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Cowles Foundation discussion paper
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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
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Econometrics papers
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Economics letters
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Handbook of financial time series
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Journal of the American Statistical Association : JASA
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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
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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
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:
4
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:
5
Nonparametric recovery of the yield curve evolution from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012697699
Saved in:
6
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
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