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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 financial economics"
~subject:"Estimation theory"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation theory
Share price
Schätztheorie
250
Theorie
109
Theory
109
Estimation
52
Schätzung
52
Nichtparametrisches Verfahren
51
Nonparametric statistics
51
Time series analysis
51
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43
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Linton, Oliver
19
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15
Pesaran, M. Hashem
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Spokojnyj, Vladimir G.
9
Breitung, Jörg
6
Harvey, Andrew C.
6
Francq, Christian
4
Kim, Woocheol
4
Küchler, Uwe
4
Rieder, Helmut
4
Tjostheim, Dag
4
Yang, Lijian
4
Bunke, Olaf
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Chen, Jia
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Chen, Yi-ting
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Chudik, Alexander
3
Gao, Jiti
3
Horowitz, Joel
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Kapetanios, George
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Li, Degui
3
Mammen, Enno
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Sperlich, Stefan
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Tang, Haihan
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Verardi, Vincenzo
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Zakoïan, Jean-Michel
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Adrian, Tobias
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Audrino, Francesco
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Bu, Ruijun
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Butucea, Cristina
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Candelon, Bertrand
2
Corsi, Fulvio
2
Crump, Richard K.
2
Delecroix, Michel
2
Doppelhofer, Gernot
2
Engle, Robert F.
2
Escanciano, Juan Carlos
2
Franke, Jürgen
2
Frederiksen, Per
2
Gallant, A. Ronald
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University of Cambridge / Department of Applied 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 financial economics
Journal of econometrics
1,639
Economics letters
970
Econometric theory
724
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
602
Econometric reviews
447
CEMMAP working papers / Centre for Microdata Methods and Practice
364
NBER Working Paper
336
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
317
Discussion paper / Tinbergen Institute
304
NBER working paper series
299
The econometrics journal
268
Série des documents de travail / Centre de Recherche en Économie et Statistique
236
Journal of applied econometrics
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Working paper / National Bureau of Economic Research, Inc.
221
Cowles Foundation discussion paper
215
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
215
Applied economics letters
198
Discussion paper series / IZA
195
Oxford bulletin of economics and statistics
193
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
187
Discussion paper / Center for Economic Research, Tilburg University
185
European journal of operational research : EJOR
181
Applied economics
173
Discussion paper
168
Journal of quantitative economics : official journal of the Indian Econometric Society
168
Working paper / Department of Econometrics and Business Statistics, Monash University
165
International journal of forecasting
153
The review of economics and statistics
151
Econometrics : open access journal
146
Working paper
142
Economic modelling
139
CREATES research paper
137
Discussion papers of interdisciplinary research project 373
129
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
125
Working paper series
121
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119
Cowles Foundation Discussion Paper
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ECONIS (ZBW)
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1
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
Identification and estimation of categorical random coeficient models
Gao, Zhan
;
Pesaran, M. Hashem
-
2022
Persistent link: https://www.econbiz.de/10013263483
Saved in:
4
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:
5
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
6
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:
7
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
8
Specification lasso and an application in financial markets
Dong, Chaohua
;
Li, Shaoran
-
2021
Persistent link: https://www.econbiz.de/10013259415
Saved in:
9
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:
10
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
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