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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:"Journal of empirical finance"
~isPartOf:"Journal of financial economics"
~subject:"Prognoseverfahren"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Volatility
Prognoseverfahren
Share price
Estimation theory
326
Schätztheorie
326
Theorie
127
Theory
127
Time series analysis
75
Zeitreihenanalyse
75
Estimation
74
Schätzung
74
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58
Nonparametric statistics
58
Volatilität
51
Regression analysis
48
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Linton, Oliver
7
Härdle, Wolfgang
4
Spokojnyj, Vladimir G.
4
Baillie, Richard
3
Kapetanios, George
3
Dacorogna, Michel M.
2
Escanciano, Juan Carlos
2
Francq, Christian
2
Gao, Jiti
2
Herwartz, Helmut
2
Hoderlein, Stefan
2
Horváth, Lajos
2
Jondeau, Eric
2
Lewbel, Arthur
2
Pesaran, M. Hashem
2
Srisuma, Sorawoot
2
Zakoïan, Jean-Michel
2
Zhu, Min
2
Abergel, Frédéric
1
Ahlgren, Niklas
1
Amado, Cristina
1
Amihud, Yakov
1
Andreou, Alena
1
Antell, Jan
1
Asai, Manabu
1
Audrino, Francesco
1
Bailey, Natalia
1
Bakshi, Gurdip S.
1
Balter, Janine
1
Bauwens, Luc
1
Bekaert, Geert
1
Berens, Tobias
1
Bos, Charles S.
1
Boudoukh, Jacob
1
Brandt, Michael W.
1
Bu, Ruijun
1
Bunke, Olaf
1
Caldeira, João F.
1
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1
Campbell, John Y.
1
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HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
1
University of Cambridge / Department of Applied Economics
1
University of Cambridge / Faculty of Economics
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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
Journal of empirical finance
Journal of financial economics
Journal of econometrics
191
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Journal of forecasting
73
Economics letters
48
Discussion paper / Tinbergen Institute
44
Econometric reviews
31
Econometric theory
26
Economic modelling
26
Working paper / Department of Econometrics and Business Statistics, Monash University
26
CREATES research paper
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Journal of banking & finance
24
Quantitative finance
22
The econometrics journal
22
Finance research letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
Working paper
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Journal of financial econometrics
19
Journal of risk and financial management : JRFM
17
The North American journal of economics and finance : a journal of financial economics studies
16
Computational economics
15
Discussion paper
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
European journal of operational research : EJOR
15
Journal of the American Statistical Association : JASA
15
NBER Working Paper
15
NBER working paper series
15
Working papers / Rutgers University, Department of Economics
15
Applied economics
14
Insurance / Mathematics & economics
14
International journal of economics and financial issues : IJEFI
14
International journal of theoretical and applied finance
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
CESifo working papers
13
Econometrics : open access journal
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Journal of applied econometrics
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SFB 649 discussion paper
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ECONIS (ZBW)
92
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
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
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
7
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:
8
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
9
Biases in long-horizon predictive regressions
Boudoukh, Jacob
;
Israel, Ronen
;
Richardson, Matthew
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 937-969
Persistent link: https://www.econbiz.de/10013475444
Saved in:
10
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
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