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person:"Daníelsson, Jón"
subject:"Volatility"
~accessRights:"free"
~isPartOf:"Cambridge working papers in economics"
~language:"eng"
~person:"Audrino, Francesco"
~person:"Christensen, Kim"
~person:"Corsi, Fulvio"
~person:"Croux, Christophe"
~person:"Hautsch, Nikolaus"
~person:"Li, Yingying"
~person:"Linton, Oliver"
~person:"Nolte, Ingmar"
~person:"Todorov, Viktor"
~person:"Zheng, Xinghua"
~subject:"Korrelation"
~subject:"Market microstructure noise"
~subject:"Multivariate analysis"
~subject:"Noise Trading"
~subject:"Portfolio-Management"
~subject:"Stochastischer Prozess"
~subject:"United States"
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Search: subject_exact:"Estimation theory"
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Volatility
Korrelation
Market microstructure noise
Multivariate analysis
Noise Trading
Portfolio-Management
Stochastischer Prozess
United States
Estimation theory
18
Schätztheorie
18
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Estimation
8
Schätzung
8
Börsenkurs
5
Correlation
5
Share price
5
Time series analysis
5
Zeitreihenanalyse
5
Factor analysis
3
Faktorenanalyse
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Market microstructure
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Marktmikrostruktur
3
Regression analysis
3
Regressionsanalyse
3
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Volatilität
3
Euler equations
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Kronecker product
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Microstructure noise
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Panel
2
Panel study
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Statistical test
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Statistischer Test
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Variational method
2
Variationsrechnung
2
asset pricing
2
integral equations
2
marginal utility
2
pricing kernel
2
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1
Analysis of variance
1
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1
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1
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Daníelsson, Jón
Audrino, Francesco
Christensen, Kim
Corsi, Fulvio
Croux, Christophe
Hautsch, Nikolaus
Li, Yingying
Linton, Oliver
Nolte, Ingmar
Todorov, Viktor
Zheng, Xinghua
Jochmans, Koen
4
Pesaran, M. Hashem
4
Chen, Jia
3
Li, Degui
3
Tang, Haihan
3
Chudik, Alexander
2
Onatski, Alexei
2
Bailey, Natalia
1
Bu, Ruijun
1
Hafner, Christian M.
1
Hafnery, Christian
1
Harvey, Andrew C.
1
Johnstone, Iain M.
1
Kapetanios, George
1
Laeven, Roger J. A.
1
Li, Yu-Ning
1
Li, Yuning
1
Li, Z. Merrick
1
Li, Zhen
1
Malec, Peter
1
Sucarrat, Genaro
1
Timmermann, Allan
1
Tosetti, Elisa
1
Vellekoop, Michel
1
Verardi, Vincenzo
1
Wang, Chen
1
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Cambridge working papers in economics
KBI
10
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
6
SFB 649 discussion paper
5
CEMMAP working papers / Centre for Microdata Methods and Practice
4
CREATES research paper
4
Cambridge-INET working papers
4
Working papers on finance
4
ERID working paper
3
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2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Janeway Institute working paper series
2
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
2
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ECONIS (ZBW)
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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
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:
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
Estimation of the Kronecker covariance model by quadratic form
Linton, Oliver
;
Tang, Haihan
-
2020
Persistent link: https://www.econbiz.de/10013203297
Saved in:
6
Estimation of a multiplicative correlation structure in the large dimensional case
Hafnery, Christian
;
Linton, Oliver
;
Tang, Haihan
-
2018
Persistent link: https://www.econbiz.de/10012671159
Saved in:
7
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
Saved in:
8
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:
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