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subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / LSE Financial Markets Group"
~person:"Linton, Oliver"
~subject:"Kapitaleinkommen"
~subject:"Nichtparametrisches Verfahren"
~subject:"Portfolio selection"
~subject:"Schätzung"
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Zeitreihenanalyse
Kapitaleinkommen
Nichtparametrisches Verfahren
Portfolio selection
Schätzung
Estimation theory
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Schätztheorie
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CAPM
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Capital income
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Fama-French
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Fourier transform
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Long run variance estimator
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Market microstructure
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Linton, Oliver
Connor, Gregory
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Hagmann, Matthias
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Zhitlukhin, M. V.
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Ziemba, William T.
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Discussion paper / LSE Financial Markets Group
CEMMAP working papers / Centre for Microdata Methods and Practice
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Journal of econometrics
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Cambridge working papers in economics
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Econometric theory
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Econometrics papers
7
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Janeway Institute working paper series
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Discussion papers of interdisciplinary research project 373
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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Economics letters
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Handbook of financial time series
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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Journal of empirical finance
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Journal of the American Statistical Association : JASA
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Quantitative economics : QE ; journal of the Econometric Society
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Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
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Efficient estimation of a semiparametric characteristic-based factor model of security returns
Connor, Gregory
(
contributor
);
Hagmann, Matthias
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003576859
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