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~person:"Li, Degui"
~person:"Schorfheide, Frank"
~isPartOf:"Janeway Institute working paper series"
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Estimation theory
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Time series analysis
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Brownian semi-martingale
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Spot volatility matrix
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Li, Degui
Schorfheide, Frank
Linton, Oliver
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Bu, Ruijun
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Chen, Jia
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Gao, Jiti
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Hafner, Christian M.
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Li, Yuning
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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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Handbook of Economic Forecasting : volume 2, part A
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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
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:
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