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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Applied economics letters"
~isPartOf:"Cambridge working papers in economics"
~subject:"Method of moments"
~subject:"Share price"
~type_genre:"Graue Literatur"
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Volatility
Method of moments
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Estimation theory
36
Schätztheorie
36
Estimation
10
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10
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10
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Linton, Oliver
5
Pesaran, M. Hashem
4
Escanciano, Juan Carlos
2
Hayakawa, Kazuhiko
2
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Kapetanios, George
2
Lewbel, Arthur
2
Srisuma, Sorawoot
2
Bailey, Natalia
1
Bu, Ruijun
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Chudik, Alexander
1
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1
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1
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1
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Raissi, Mehdi
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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36
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Working paper / Department of Econometrics and Business Statistics, Monash University
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10
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8
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
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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
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
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
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
5
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
6
A semiparametric intraday GARCH model
Malec, Peter
-
2016
Persistent link: https://www.econbiz.de/10011538851
Saved in:
7
Nonparametric Euler equation identi cation and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2015
Persistent link: https://www.econbiz.de/10011455563
Saved in:
8
Transformed maximum likelihood estimation of short dynamic panel data models with interactive effects
Hayakawa, Kazuhiko
;
Peseran, Hashem
;
Smith, L. Vanessa
-
2014
Persistent link: https://www.econbiz.de/10010366308
Saved in:
9
IV estimation of panels with factor residuals
Robertson, Donald
;
Sarafidis, Vasilis
-
2013
Persistent link: https://www.econbiz.de/10009754517
Saved in:
10
Debt, inflation and growth : robust estimation of long-run effects in dynamic panel data models
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
-
2013
Persistent link: https://www.econbiz.de/10010210166
Saved in:
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