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subject:"Stochastischer Prozess"
subject:"Volatility"
~person:"Linton, Oliver"
~subject:"Börsenkurs"
~subject:"Core"
~subject:"Factor analysis"
~subject:"Portfolio-Management"
~subject:"Statistical test"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Börsenkurs
Core
Factor analysis
Portfolio-Management
Statistical test
Estimation theory
143
Schätztheorie
143
Nichtparametrisches Verfahren
84
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84
Estimation
32
Schätzung
32
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Regressionsanalyse
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Linton, Oliver
Phillips, Peter C. B.
67
Sentana, Enrique
39
Koopman, Siem Jan
31
Dufour, Jean-Marie
29
Gao, Jiti
28
Kapetanios, George
28
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25
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25
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24
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23
Shi, Xiaoxia
23
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21
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20
Li, Jia
19
Li, Yingying
19
Teräsvirta, Timo
19
Todorov, Viktor
19
Cai, Zongwu
18
Fan, Jianqing
18
Fiorentini, Gabriele
18
Hafner, Christian M.
18
Baltagi, Badi H.
17
Canay, Ivan A.
17
Gouriéroux, Christian
17
Khalaf, Lynda
17
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16
Kao, Chihwa
16
Kumar, Dilip
16
McAleer, Michael
16
Scaillet, Olivier
16
Su, Liangjun
16
Tauchen, George Eugene
16
Escanciano, Juan Carlos
15
Ghysels, Eric
15
Hsu, Yu-Chin
15
Jin, Sainan
15
Maheswaran, S.
15
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15
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Cambridge working papers in economics
11
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Cambridge-INET working papers
4
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4
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4
Working paper / Department of Econometrics and Business Statistics, Monash University
3
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2
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2
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2
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ECONIS (ZBW)
38
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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
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 774-785
Persistent link: https://www.econbiz.de/10015053465
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 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:
6
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:
7
Estimation of the Kronecker covariance model by quadratic form
Linton, Oliver
;
Tang, Haihan
-
2020
Persistent link: https://www.econbiz.de/10013203297
Saved in:
8
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
9
Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
Ai, Chunrong
;
Linton, Oliver
;
Zhang, Zheng
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441723
Saved in:
10
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
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