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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:"Journal of forecasting"
~subject:"Correlation"
~subject:"Estimation"
~subject:"Method of moments"
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Search: subject_exact:"Estimation theory"
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Volatility
Correlation
Estimation
Method of moments
Estimation theory
261
Schätztheorie
261
Time series analysis
87
Zeitreihenanalyse
87
Forecasting model
82
Prognoseverfahren
82
Theorie
61
Theory
61
Schätzung
49
Regression analysis
37
Regressionsanalyse
37
Volatilität
31
Nichtparametrisches Verfahren
28
Nonparametric statistics
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Korrelation
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ARCH-Modell
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Börsenkurs
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Share price
22
Capital income
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Kapitaleinkommen
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Statistical test
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Panel
18
Panel study
18
Market microstructure
15
Marktmikrostruktur
15
Bayes-Statistik
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Risikomaß
13
Risk measure
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United States
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Robust statistics
12
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English
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Linton, Oliver
13
Pesaran, M. Hashem
7
Jochmans, Koen
6
Chen, Jia
3
Chudik, Alexander
3
Li, Degui
3
Tang, Haihan
3
Audrino, Francesco
2
Bu, Ruijun
2
Chan, Ngai Hang
2
Chen, Yi-ting
2
Corsi, Fulvio
2
Gao, Jiti
2
Hayakawa, Kazuhiko
2
Härdle, Wolfgang
2
Kapetanios, George
2
Onatski, Alexei
2
Taylor, James W.
2
Verardi, Vincenzo
2
Abraham, Bovas
1
Ahlgren, Niklas
1
Ai, Chunrong
1
An, Yang
1
Andreou, Alena
1
Antell, Jan
1
Bailey, Natalia
1
Balakrishna, N.
1
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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
Journal of forecasting
Journal of econometrics
408
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
189
Economics letters
173
Econometric reviews
109
CEMMAP working papers / Centre for Microdata Methods and Practice
85
Applied economics letters
69
Econometric theory
69
Discussion paper / Tinbergen Institute
66
NBER Working Paper
64
Discussion paper series / IZA
63
Economic modelling
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
The econometrics journal
55
NBER working paper series
53
Applied economics
52
Working paper / Department of Econometrics and Business Statistics, Monash University
51
CESifo working papers
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Journal of applied econometrics
45
Econometrics : open access journal
43
Journal of the American Statistical Association : JASA
43
Working paper / National Bureau of Economic Research, Inc.
43
Working paper
42
Journal of banking & finance
41
Journal of empirical finance
40
Cowles Foundation discussion paper
37
IZA Discussion Paper
36
International journal of forecasting
36
Discussion paper
35
Quantitative economics : QE ; journal of the Econometric Society
35
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
34
Empirical economics : a quarterly journal of the Institute for Advanced Studies
34
CREATES research paper
33
Discussion papers / CEPR
32
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SFB 649 discussion paper
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ECONIS (ZBW)
93
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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
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
5
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:
6
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:
7
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
8
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
9
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
10
Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
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