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isPartOf:"CORE discussion papers : DP"
type_genre:"Graue Literatur"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~subject:"Analysis of variance"
~subject:"Sampling"
~subject:"Stochastic process"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Analysis of variance
Sampling
Stochastic process
Volatilität
Estimation theory
158
Schätztheorie
158
Theorie
93
Theory
93
Time series analysis
25
Zeitreihenanalyse
25
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
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16
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Korrelation
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11
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Bauwens, Luc
4
Linton, Oliver
4
Hafner, Christian M.
3
Otranto, Edoardo
2
Preminger, Arie
2
Abowd, John M.
1
Bauwensa, Luc
1
Bertail, Patrice
1
Braione, Manuela
1
Bu, Ruijun
1
Casella, George
1
Chen, Jia
1
Galli, Fausto
1
Ghysels, Eric
1
Gouriéroux, Christian
1
Guerre, Emmanuel
1
Jasiak, Joann
1
Kapetanios, George
1
Li, Degui
1
Li, Yu-Ning
1
Li, Zhen
1
Maes, J.
1
Malec, Peter
1
Pastorello, Sergio
1
Pesaran, M. Hashem
1
Politis, Dimitris N.
1
Rabovic, Renata
1
Renault, Eric
1
Rhomari, N.
1
Robert, Christian P.
1
Storti, Giuseppe
1
Tang, Haihan
1
Touzi, Nizar
1
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CORE discussion papers : DP
Cambridge working papers in economics
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Discussion paper / Tinbergen Institute
52
CREATES research paper
31
SFB 649 discussion paper
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Discussion papers of interdisciplinary research project 373
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
Working paper
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
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13
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13
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9
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9
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5
EUI working paper / ECO
5
GRIPS discussion papers
5
IES working paper
5
Research paper series / Swiss Finance Institute
5
Working papers / Rutgers University, Department of Economics
5
CEMFI working paper
4
Cambridge-INET working papers
4
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
4
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ECONIS (ZBW)
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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
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:
3
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
4
Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
Persistent link: https://www.econbiz.de/10012429316
Saved in:
5
Estimation of spatial sample selection models : a partial maximum likelihood approach
Rabovic, Renata
;
Čížek, Pavel
-
2020
Persistent link: https://www.econbiz.de/10013183729
Saved in:
6
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
7
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
8
A semiparametric intraday GARCH model
Malec, Peter
-
2016
Persistent link: https://www.econbiz.de/10011538851
Saved in:
9
Estimation of a multiplicative covariance structure in the large dimensional case
Hafner, Christian M.
;
Linton, Oliver
;
Tang, Haihan
-
2016
Persistent link: https://www.econbiz.de/10011565160
Saved in:
10
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
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