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subject:"Volatility"
type_genre:"Article in journal"
~person:"Andersen, Torben"
~person:"Linton, Oliver"
~subject:"Regression analysis"
~type_genre:"Statistik"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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Volatility
Regression analysis
Estimation theory
72
Schätztheorie
72
Nichtparametrisches Verfahren
35
Nonparametric statistics
35
Time series analysis
21
Zeitreihenanalyse
21
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19
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12
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10
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Andersen, Torben
Linton, Oliver
Phillips, Peter C. B.
21
Kumar, Dilip
16
Su, Liangjun
16
Cai, Zongwu
14
Chen, Songnian
14
Maheswaran, S.
14
Todorov, Viktor
12
Li, Jia
11
Li, Qi
11
Tu, Yundong
11
Westerlund, Joakim
11
Fan, Jianqing
10
Sun, Yiguo
10
Tauchen, George Eugene
10
Xiao, Zhijie
10
Florens, Jean-Pierre
9
Galvão Júnior, Antônio Fialho
9
Hansen, Bruce E.
9
Otsu, Taisuke
9
Park, Joon Y.
9
Parmeter, Christopher F.
9
Tsionas, Efthymios G.
9
Yu, Ping
9
Baltagi, Badi H.
8
Chernozhukov, Victor
8
Escanciano, Juan Carlos
8
Gao, Jiti
8
Hansen, Christian Bailey
8
Henderson, Daniel J.
8
Härdle, Wolfgang
8
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8
Li, Degui
8
Racine, Jeffrey
8
Taylor, Robert
8
Teräsvirta, Timo
8
Ullah, Aman
8
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8
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Journal of econometrics
13
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8
Cambridge working papers in economics
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Special section on small-sample properties of generalized method of moments (GMM)
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ECONIS (ZBW)
28
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1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
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:
3
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
4
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
5
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
6
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:
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
The lower regression function and testing expectation dependence dominance hypotheses
Linton, Oliver
;
Whang, Yoon-jae
;
Yen, Yu-min
-
2018
Persistent link: https://www.econbiz.de/10012671331
Saved in:
9
A weighted sieve estimator for nonparametric time series models with nonstationary variables
Dong, Chaohua
;
Linton, Oliver
;
Peng, Bin
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 909-932
Persistent link: https://www.econbiz.de/10012619807
Saved in:
10
The lower regression function and testing expectation dependence dominance hypotheses
Linton, Oliver
;
Whang, Yoon-jae
;
Yen, Yu-min
- In:
Econometric reviews
40
(
2021
)
8
,
pp. 709-727
Persistent link: https://www.econbiz.de/10012624535
Saved in:
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