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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of empirical finance"
~person:"Linton, Oliver"
~person:"Seo, Byoung Ki"
~person:"Wang, Wenhao"
~subject:"Estimation"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
Estimation
Zeitreihenanalyse
Estimation theory
3
Schätztheorie
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Volatility
2
Volatilität
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Bias-correction
1
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Capital income
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EU countries
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Interest rate parity
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Marked Hawkes process
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Linton, Oliver
Seo, Byoung Ki
Wang, Wenhao
Kristensen, Dennis
2
Agosto, Arianna
1
Allen, David
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Berens, Tobias
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Cavaliere, Giuseppe
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Cesarone, Francesco
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Hao, Hong-Xia
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Lee, Kyungsub
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Li, Youwei
1
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Mango, Fabiomassimo
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Journal of empirical finance
Journal of econometrics
9
Econometric reviews
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
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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:
2
Uncovered interest rate parity redux : non-uniform effects
Cheung, Yin-Wong
;
Wang, Wenhao
- In:
Journal of empirical finance
67
(
2022
),
pp. 133-151
Persistent link: https://www.econbiz.de/10013464380
Saved in:
3
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
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