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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:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Journal of financial economics"
~subject:"Share price"
~subject:"Statistischer Test"
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Search: subject_exact:"Estimation theory"
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Volatility
Share price
Statistischer Test
Estimation theory
287
Schätztheorie
287
Theorie
109
Theory
109
Estimation
71
Schätzung
71
Time series analysis
61
Zeitreihenanalyse
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Linton, Oliver
8
Härdle, Wolfgang
6
Spokojnyj, Vladimir G.
5
Jochmans, Koen
4
Pesaran, M. Hashem
4
Kapetanios, George
3
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Herwartz, Helmut
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2
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1
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1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
International journal of economics and financial issues : IJEFI
Journal of financial economics
Journal of econometrics
271
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
92
Econometric reviews
76
Economics letters
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Econometric theory
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CEMMAP working papers / Centre for Microdata Methods and Practice
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The econometrics journal
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42
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
28
Cowles Foundation Discussion Paper
26
Econometrics : open access journal
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Journal of banking & finance
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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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Journal of financial econometrics
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Working paper
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Quantitative economics : QE ; journal of the Econometric Society
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Applied economics letters
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Finance research letters
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International journal of forecasting
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17
NBER Working Paper
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SFB 649 discussion paper
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Discussion paper
16
Discussion paper / Center for Economic Research, Tilburg University
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Discussion papers of interdisciplinary research project 373
15
International journal of theoretical and applied finance
14
Journal of applied econometrics
14
Journal of risk and financial management : JRFM
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Journal of the American Statistical Association : JASA
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ECONIS (ZBW)
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1
Time varying dependence in the cryptocurrency market and COVID 19 panic index : an empirical investigation
Kalai, Lamia
- In:
International journal of economics and financial issues …
12
(
2022
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10013257285
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
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
4
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:
5
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
6
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 338-351
Persistent link: https://www.econbiz.de/10013546675
Saved in:
7
Climate change and milk price volatility in Indonesia
Daryanto, Arief
;
Sofia, Diani Aliya
;
Sahara, Sahara
; …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 282-288
Persistent link: https://www.econbiz.de/10012215193
Saved in:
8
Estimation of the Kronecker covariance model by quadratic form
Linton, Oliver
;
Tang, Haihan
-
2020
Persistent link: https://www.econbiz.de/10013203297
Saved in:
9
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
10
How much should we trust staggered difference-in-differences estimates?
Baker, Andrew
;
Larcker, David F.
;
Wang, Charles C. Y.
- In:
Journal of financial economics
144
(
2022
)
2
,
pp. 370-395
Persistent link: https://www.econbiz.de/10013413101
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