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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Computational economics"
~subject:"ARCH model"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel study"
~subject:"Share price"
~type:"book"
~type_genre:"Non-commercial literature"
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Volatility
ARCH model
Nichtparametrisches Verfahren
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Estimation theory
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Schätztheorie
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Estimation
10
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10
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Linton, Oliver
8
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8
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3
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2
Escanciano, Juan Carlos
2
Hayakawa, Kazuhiko
2
Hoderlein, Stefan
2
Kapetanios, George
2
Lewbel, Arthur
2
Li, Degui
2
Srisuma, Sorawoot
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2
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1
Bu, Ruijun
1
Harvey, Andrew C.
1
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1
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1
Li, Yuning
1
Li, Zhen
1
Malec, Peter
1
Mohaddes, Kamiar
1
Palumbo, Dario
1
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1
Raissi, Mehdi
1
Robertson, Donald
1
Sancetta, Alessio
1
Sarafidis, Vasilis
1
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1
Vogt, Michael
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Computational economics
CEMMAP working papers / Centre for Microdata Methods and Practice
152
Discussion paper / Tinbergen Institute
73
Working paper / Department of Econometrics and Business Statistics, Monash University
67
Discussion paper series / IZA
65
Discussion papers of interdisciplinary research project 373
50
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
45
CREATES research paper
44
SFB 649 discussion paper
41
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39
CESifo working papers
38
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36
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31
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25
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16
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14
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14
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11
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10
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9
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9
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8
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NBER working paper series
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CCE estimation of high-dimensional panel data models with interactive fixed effects
Vogt, Michael
;
Walsh, Christopher
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013485021
Saved in:
2
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:
3
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:
4
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
5
A unified framework for specification tests of continuous treatment effect models
Huang, Wei
;
Linton, Oliver
;
Zhang, Zheng
-
2021
Persistent link: https://www.econbiz.de/10013254169
Saved in:
6
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
7
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:
8
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
9
A semi-parametric Bayesian generalized least square estimator
Wu, Ruochen
;
Weeks, Melvyn
-
2020
Persistent link: https://www.econbiz.de/10012793122
Saved in:
10
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
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