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person:"Corsi, Fulvio"
subject:"Volatilität"
~person:"Linton, Oliver"
~person:"Taylor, Robert"
~subject:"Bootstrap approach"
~subject:"Capital income"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Volatilität
Bootstrap approach
Capital income
Stochastic process
Estimation theory
190
Schätztheorie
190
Nichtparametrisches Verfahren
86
Nonparametric statistics
86
Time series analysis
61
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61
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46
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46
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36
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36
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23
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Corsi, Fulvio
Linton, Oliver
Taylor, Robert
Phillips, Peter C. B.
26
Cavaliere, Giuseppe
25
Koopman, Siem Jan
25
Diebold, Francis X.
24
Nielsen, Morten Ørregaard
22
Härdle, Wolfgang
21
MacKinnon, James G.
21
Brandt, Michael W.
20
Swanson, Norman R.
20
Andrews, Donald W. K.
19
Chen, Xiaohong
19
Todorov, Viktor
19
Li, Jia
18
Li, Yingying
17
Corradi, Valentina
16
Kumar, Dilip
16
Lütkepohl, Helmut
16
Maheswaran, S.
16
Teräsvirta, Timo
16
Tauchen, George Eugene
15
Kilian, Lutz
14
Pouzo, Demian
14
Sentana, Enrique
14
Webb, Matthew
14
Ghysels, Eric
13
Hafner, Christian M.
13
Gao, Jiti
12
Kim, Donggyu
12
McAleer, Michael
12
Rahbek, Anders
12
Andersen, Torben
11
Lucas, André
11
Mancino, Maria Elvira
11
Reiß, Markus
11
Simar, Léopold
11
Spokojnyj, Vladimir G.
11
Camponovo, Lorenzo
10
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10
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Journal of econometrics
9
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5
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ECONIS (ZBW)
49
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
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
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:
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
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
7
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
8
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
9
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
10
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
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