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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:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel study"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Panel study
Share price
Estimation theory
244
Schätztheorie
244
Time series analysis
84
Zeitreihenanalyse
84
Estimation
64
Schätzung
64
Volatilität
38
Nonparametric statistics
36
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34
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97
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Linton, Oliver
14
Pesaran, M. Hashem
8
Jochmans, Koen
6
Chen, Jia
3
Chudik, Alexander
3
Gao, Jiti
3
Li, Degui
3
Bu, Ruijun
2
Escanciano, Juan Carlos
2
Hayakawa, Kazuhiko
2
Hoderlein, Stefan
2
Härdle, Wolfgang
2
Kapetanios, George
2
Lewbel, Arthur
2
Srisuma, Sorawoot
2
Tosetti, Elisa
2
Verardi, Vincenzo
2
Zhang, Zheng
2
Abbara, Omar
1
Ahlgren, Niklas
1
Ai, Chunrong
1
Anatolyev, Stanislav
1
Andreou, Alena
1
Antell, Jan
1
Bailey, Natalia
1
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1
Banerjee, Anurag Narayan
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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University of Cambridge / Department of Applied Economics
2
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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
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
544
Economics letters
190
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
184
CEMMAP working papers / Centre for Microdata Methods and Practice
157
Econometric reviews
150
Econometric theory
136
The econometrics journal
103
Journal of the American Statistical Association : JASA
80
Discussion paper / Tinbergen Institute
70
Discussion paper series / IZA
67
Working paper / Department of Econometrics and Business Statistics, Monash University
66
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
55
Discussion papers of interdisciplinary research project 373
50
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
50
Quantitative economics : QE ; journal of the Econometric Society
46
Cowles Foundation discussion paper
44
Economic modelling
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
SFB 649 discussion paper
41
Econometrics : open access journal
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Applied economics letters
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38
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34
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
Cowles Foundation Discussion Paper
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
IZA Discussion Paper
30
Journal of applied econometrics
30
Journal of empirical finance
30
Applied economics
29
Computational economics
28
Journal of banking & finance
28
International journal of forecasting
27
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ECONIS (ZBW)
97
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1
Markov-switching models with unknown error distributions : identification and inference within the Bayesian framework
Hwu, Shih-Tang
;
Kim, Chang-jin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 177-199
Persistent link: https://www.econbiz.de/10014631899
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
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:
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
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
6
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
7
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:
8
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
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
Panel data models with two threshold variables
Lamadrid-Contreras, Arturo
;
Ramírez-Rondán, Nelson R.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
3
,
pp. 315-333
Persistent link: https://www.econbiz.de/10014372881
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