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subject:"Börsenkurs"
type:"book"
~isPartOf:"Cambridge working papers in economics"
~subject:"Factor analysis"
~type_genre:"Non-commercial literature"
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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
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2
Testing and modelling time series with time varying tails
Palumbo, Dario
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2021
Persistent link: https://www.econbiz.de/10013254110
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3
Augmented real-time GARCH : a joint model for returns, volatility and volatility of volatility
Ding, Dexter
-
2021
Persistent link: https://www.econbiz.de/10013254143
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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
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5
Conditional heteroskedasticity in the volatility of asset returns
Ding, Yashuang
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2021
Persistent link: https://www.econbiz.de/10013262866
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6
Can alternative data improve the accuracy of dynamic factor model nowcasts? : evidence from the euro area
Cristea, Radu Gabriel
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2020
Persistent link: https://www.econbiz.de/10013206467
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7
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
8
Simple nonparametric estimators for the bid-ask spread in the role model
Safronov, Mikhail
;
Linton, Oliver
;
Schneeberger, Stefan
-
2016
Persistent link: https://www.econbiz.de/10011455993
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9
Modeling dynamic diurnal patterns in high frequency financial data
Ito, Ryoko
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2013
Persistent link: https://www.econbiz.de/10009737686
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10
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
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