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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"
~subject:"Correlation"
~subject:"Estimation"
~subject:"Method of moments"
~type_genre:"Working Paper"
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Volatility
Correlation
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Estimation theory
21
Schätztheorie
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9
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9
Theorie
7
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7
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4
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4
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Pesaran, M. Hashem
6
Chudik, Alexander
3
Hayakawa, Kazuhiko
2
Kapetanios, George
2
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1
Hafner, Christian M.
1
Linton, Oliver
1
Malec, Peter
1
Mohaddes, Kamiar
1
Peseran, Hashem
1
Raissi, Mehdi
1
Robertson, Donald
1
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1
Smith, L. Vanessa
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
CEMMAP working papers / Centre for Microdata Methods and Practice
85
Discussion paper / Tinbergen Institute
66
Discussion paper series / IZA
63
Working paper / Department of Econometrics and Business Statistics, Monash University
51
CESifo working papers
48
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43
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41
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36
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33
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32
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31
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30
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22
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
22
Working papers series in theoretical and applied economics
20
KBI
19
Working papers
18
Discussion paper / Center for Economic Research, Tilburg University
17
Discussion papers of interdisciplinary research project 373
17
Finance and economics discussion series
15
Queen's Economics Department working paper
14
Technical working paper / National Bureau of Economic Research
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
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13
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12
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9
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9
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9
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9
Working papers / Rutgers University, Department of Economics
9
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8
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1
A semiparametric intraday GARCH model
Malec, Peter
-
2016
Persistent link: https://www.econbiz.de/10011538851
Saved in:
2
Estimation of a multiplicative covariance structure in the large dimensional case
Hafner, Christian M.
;
Linton, Oliver
;
Tang, Haihan
-
2016
Persistent link: https://www.econbiz.de/10011565160
Saved in:
3
Transformed maximum likelihood estimation of short dynamic panel data models with interactive effects
Hayakawa, Kazuhiko
;
Peseran, Hashem
;
Smith, L. Vanessa
-
2014
Persistent link: https://www.econbiz.de/10010366308
Saved in:
4
IV estimation of panels with factor residuals
Robertson, Donald
;
Sarafidis, Vasilis
-
2013
Persistent link: https://www.econbiz.de/10009754517
Saved in:
5
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Pesaran, M. Hashem
;
Chudik, Alexander
-
2013
Persistent link: https://www.econbiz.de/10009754530
Saved in:
6
Debt, inflation and growth : robust estimation of long-run effects in dynamic panel data models
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
-
2013
Persistent link: https://www.econbiz.de/10010210166
Saved in:
7
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
Saved in:
8
Robust standard errors in transformed likelihood estimation of dynamic panel data models
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009580056
Saved in:
9
Weak and strong cross section dependence and estimation of large panels
Chudik, Alexander
;
Pesaran, M. Hashem
;
Tosetti, Elisa
-
2009
Persistent link: https://www.econbiz.de/10003877033
Saved in:
10
Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808714
Saved in:
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