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~accessRights:"free"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Swedish House of Finance research paper"
~language:"eng"
~language:"pol"
~language:"slv"
~language:"swe"
~person:"Linton, Oliver"
~subject:"Time series analysis"
~type:"book"
~type_genre:"Article in journal"
~type_genre:"Market information"
~type_genre:"Non-commercial literature"
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Time series analysis
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Estimation theory
18
Schätztheorie
18
Theorie
16
Theory
16
Estimation
15
Schätzung
15
Zeitreihenanalyse
9
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7
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7
Panel study
7
Share price
7
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Volatility
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Volatilität
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Bootstrap-Verfahren
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Factor analysis
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Linton, Oliver
Harvey, Andrew C.
18
Pesaran, M. Hashem
12
Onatski, Alexei
4
Pick, Andreas
4
Timmermann, Allan
4
Busetti, Fabio
3
Thiele, Stephen
3
Wang, Chen
3
Bailey, Natalia
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Chen, Jia
2
Corrado, Luisa
2
Ding, Yashuang
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Gao, Jiti
2
Higson, C.
2
Li, Degui
2
Palumbo, Dario
2
Satchell, Stephen
2
Weeks, Melvyn
2
Ahmed, Muhammad Farid
1
Andrès, Philippe
1
Ashby, Michael F.
1
Assenmacher-Wesche, Katrin
1
Assenmacher-Weschey, Katrin
1
Bhattacharjee, A.
1
Bu, Ruijun
1
Caivano, Michele
1
Carvalho, Vasco M.
1
Chakravarty, Tirthankar
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Cheng, Tingting
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Chudik, Alexander
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Dijk, Herman K. van
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Dong, Chaohua
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Friedman, Daniel
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Gair, Jonathan
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Cambridge working papers in economics
Swedish House of Finance research paper
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Janeway Institute working paper series
4
Cambridge-INET working papers
2
Cowles Foundation discussion paper
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
CEA_372Cass working paper series
1
Discussion papers in economics
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ECONIS (ZBW)
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1
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
Saved in:
2
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
3
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:
4
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:
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
On time trend of COVID-19 : a panel data study
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10013205300
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
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
9
Nonparametric recovery of the yield curve evolution from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012697699
Saved in:
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