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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:"Economic modelling"
~subject:"ARCH model"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel study"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Volatility
ARCH model
Nichtparametrisches Verfahren
Panel study
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Estimation theory
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Schätztheorie
275
Estimation
87
Schätzung
86
Time series analysis
67
Zeitreihenanalyse
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Regression analysis
40
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Nonparametric statistics
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Volatilität
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Theorie
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Monte Carlo simulation
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Linton, Oliver
14
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3
Chudik, Alexander
3
Gao, Jiti
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Li, Degui
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Hayakawa, Kazuhiko
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Horváth, Lajos
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2
Lewbel, Arthur
2
Motegi, Kaiji
2
Shiu, Ji-Liang
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Srisuma, Sorawoot
2
Tosetti, Elisa
2
Verardi, Vincenzo
2
Zakoïan, Jean-Michel
2
Zhang, Zheng
2
Zhang, ZhengYu
2
Ahlgren, Niklas
1
Ai, Chunrong
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Andreou, Alena
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Antell, Jan
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Battisti, Michele
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Economic modelling
Journal of econometrics
563
Economics letters
202
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
198
Econometric theory
168
CEMMAP working papers / Centre for Microdata Methods and Practice
157
Econometric reviews
157
The econometrics journal
110
Journal of the American Statistical Association : JASA
82
Discussion paper / Tinbergen Institute
80
Discussion paper series / IZA
67
Working paper / Department of Econometrics and Business Statistics, Monash University
67
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
59
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
51
Discussion papers of interdisciplinary research project 373
50
Quantitative economics : QE ; journal of the Econometric Society
46
Applied economics letters
44
CREATES research paper
44
Cowles Foundation discussion paper
44
SFB 649 discussion paper
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
NBER Working Paper
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
Série des documents de travail / Centre de Recherche en Économie et Statistique
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CESifo working papers
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NBER working paper series
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36
Applied economics
34
Cowles Foundation Discussion Paper
34
European journal of operational research : EJOR
34
Computational economics
33
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
International journal of forecasting
31
Journal of applied econometrics
31
Journal of banking & finance
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ECONIS (ZBW)
115
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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
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
Semiparametric least squares estimation of binary choice panel data models with endogeneity
Semykina, Anastasia
;
Xie, Yimeng
;
Yang, Cynthia Fan
; …
- In:
Economic modelling
132
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014547973
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
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:
9
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
10
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
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