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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:"Insurance / Mathematics & economics"
~isPartOf:"Journal of the American Statistical Association : JASA"
~subject:"Forecasting model"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Volatility
Forecasting model
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Estimation theory
578
Schätztheorie
578
Regression analysis
128
Regressionsanalyse
128
Nichtparametrisches Verfahren
115
Nonparametric statistics
115
Time series analysis
75
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75
Estimation
73
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70
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67
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Linton, Oliver
6
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Boratyńska, Agata
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Fan, Yingying
2
Francq, Christian
2
Gao, Jiti
2
Hoderlein, Stefan
2
Horváth, Lajos
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Jiang, Jiming
2
Kapetanios, George
2
Lewbel, Arthur
2
Srisuma, Sorawoot
2
Zakoïan, Jean-Michel
2
Ahlgren, Niklas
1
Ahmadi, Seyed Saeed
1
Andreou, Alena
1
Antell, Jan
1
Audrino, Francesco
1
Aït-Sahalia, Yacine
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
Insurance / Mathematics & economics
Journal of the American Statistical Association : JASA
Journal of econometrics
191
International journal of forecasting
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
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75
Economics letters
48
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44
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38
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20
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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
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ECONIS (ZBW)
66
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1
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:
2
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
3
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:
4
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
5
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
6
A general optimal approach to Bühlmann credibility theory
Yan, Yujie
;
Song, Kai-Sheng
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 262-282
Persistent link: https://www.econbiz.de/10013264957
Saved in:
7
Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves
Boratyńska, Agata
;
Zielińska-Kolasińska, Zofia
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 194-202
Persistent link: https://www.econbiz.de/10013349008
Saved in:
8
Multi-population modelling and forecasting life-table death counts
Shang, Han Lin
;
Haberman, Steven
;
Xu, Ruofan
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 239-253
Persistent link: https://www.econbiz.de/10013380527
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
Dependent microstructure noise and integrated volatility : estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel
-
2019
Persistent link: https://www.econbiz.de/10012703138
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