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subject:"Großbritannien"
subject:"Wechselkurs"
~person:"Guirguis, Michel"
~person:"Haldrup, Niels"
~person:"Jenkins, Stephen"
~person:"Linton, Oliver"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Wechselkurs
Zeitreihenanalyse
Estimation theory
205
Schätztheorie
205
Nichtparametrisches Verfahren
85
Nonparametric statistics
85
Time series analysis
56
Estimation
44
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44
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42
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42
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31
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31
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7
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6
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69
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Guirguis, Michel
Haldrup, Niels
Jenkins, Stephen
Linton, Oliver
Phillips, Peter C. B.
97
Gao, Jiti
73
Koopman, Siem Jan
53
Johansen, Søren
44
Lütkepohl, Helmut
42
Franses, Philip Hans
41
Teräsvirta, Timo
39
Kapetanios, George
38
Nielsen, Morten Ørregaard
38
Diebold, Francis X.
32
Harvey, Andrew C.
30
Pesaran, M. Hashem
30
Koop, Gary
29
Swanson, Norman R.
29
Engle, Robert F.
27
Sibbertsen, Philipp
27
Lucas, André
26
Nelson, Daniel B.
26
Li, Degui
25
Stock, James H.
25
Taylor, Robert
25
Watson, Mark W.
25
Härdle, Wolfgang
24
Maravall Herrero, Agustín
24
Nielsen, Bent
24
Perron, Pierre
24
Peng, Bin
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Hassler, Uwe
22
Leybourne, Stephen James
22
Brännäs, Kurt
21
Caporale, Guglielmo Maria
21
Dong, Chaohua
21
Cavaliere, Giuseppe
20
Giraitis, Liudas
20
Gouriéroux, Christian
20
Hendry, David F.
20
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ECONIS (ZBW)
69
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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
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
5
A ReMeDI for microstructure noise
Li, Z. Merrick
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 367-389
Persistent link: https://www.econbiz.de/10012821689
Saved in:
6
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
7
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
8
Estimation of the Residuals and the Coefficients Test of the Full Information Maximum Likelihood of System Equations of 4 Spot Exchange Rates in Terms of CAD/USD, DKK/USD, CHF/USD...
Guirguis, Michel
-
2019
In this article, we have tested the full information maximum likelihood, (FIML) of the natural logarithmic monthly returns of the CAD/USD, DKK/USD, CHF/USD and JPY/USD spot exchange rates. We have applied a system of four equations of the spot exchange rates to test and spot volatility...
Persistent link: https://www.econbiz.de/10012893200
Saved in:
9
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
10
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
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