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person:"Ullah, Aman"
subject:"Estimation theory"
~isPartOf:"Discussion paper / LSE Financial Markets Group"
~person:"Linton, Oliver"
~person:"Lütkepohl, Helmut"
~subject:"Strukturbruch"
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Estimation theory
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Ullah, Aman
Linton, Oliver
Lütkepohl, Helmut
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Discussion paper / LSE Financial Markets Group
Journal of econometrics
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Estimating the quadratic covariation matrix for an asynchronously observed continuous time signal masked by additive noise
Park, Sujin
;
Linton, Oliver
-
2012
Persistent link: https://www.econbiz.de/10009552168
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Efficient estimation of a semiparametric characteristic-based factor model of security returns
Connor, Gregory
(
contributor
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Hagmann, Matthias
(
contributor
)
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2007
Persistent link: https://www.econbiz.de/10003576859
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