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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:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"Method of moments"
~subject:"Panel study"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Volatility
Method of moments
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Estimation theory
323
Schätztheorie
323
Estimation
79
Schätzung
79
Theorie
79
Theory
79
Time series analysis
66
Zeitreihenanalyse
66
Nichtparametrisches Verfahren
49
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49
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43
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30
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Linton, Oliver
8
Pesaran, M. Hashem
8
Jochmans, Koen
5
Chudik, Alexander
3
Krämer, Walter
3
Baltagi, Badi H.
2
Escanciano, Juan Carlos
2
Hayakawa, Kazuhiko
2
Hoderlein, Stefan
2
Kapetanios, George
2
Lewbel, Arthur
2
Runde, Ralf
2
Srisuma, Sorawoot
2
Tosetti, Elisa
2
Verardi, Vincenzo
2
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1
Andreou, Alena
1
Antell, Jan
1
Aquino, Juan Carlos
1
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1
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Colletaz, Gilbert
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
360
Economics letters
142
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
110
Econometric reviews
103
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76
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58
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49
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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17
Discussion paper
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Finance research letters
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Journal of financial econometrics
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
71
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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
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
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
7
Semiparametric nonlinear panel data models with measurement error
Linton, Oliver
;
Shiu, Ji-Liang
-
2019
Persistent link: https://www.econbiz.de/10012692254
Saved in:
8
Testing for correlation in error-component models
Jochmans, Koen
-
2019
Persistent link: https://www.econbiz.de/10012692618
Saved in:
9
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
10
twexp and twgravity: estimating exponential regression models with two-way fixed effects
Jochmans, Koen
;
Verardi, Vincenzo
-
2019
Persistent link: https://www.econbiz.de/10012699242
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