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~accessRights:"free"
~person:"Feng, Yuanhua"
~person:"Linton, Oliver"
~person:"Peel, David"
~subject:"1921-1925"
~subject:"Colombia"
~subject:"Dependence"
~subject:"Heteroskedastizität"
~subject:"Time series analysis"
~subject:"United States"
~subject:"Zeitreihenanalyse"
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1921-1925
Colombia
Dependence
Heteroskedastizität
Time series analysis
United States
Zeitreihenanalyse
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Theorie
38
Theory
38
Estimation theory
21
Schätztheorie
21
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15
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15
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11
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bandwidth selection
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Kernel estimator
4
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4
Panel study
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4
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4
Welt
4
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4
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Feng, Yuanhua
Linton, Oliver
Peel, David
Caporale, Guglielmo Maria
177
Koopman, Siem Jan
150
Gil-Alaña, Luis A.
148
Gao, Jiti
109
Phillips, Peter C. B.
107
McAleer, Michael
83
Sibbertsen, Philipp
71
Hyndman, Rob J.
62
Pesaran, M. Hashem
62
Kapetanios, George
59
Franses, Philip Hans
55
Dijk, Herman K. van
51
Ravazzolo, Francesco
51
Lütkepohl, Helmut
50
Johansen, Søren
47
Lucas, André
47
Gil-Alana, Luis A.
45
Koop, Gary
45
Teräsvirta, Timo
42
Dijk, Dick van
41
Watson, Mark W.
41
Härdle, Wolfgang
39
Nielsen, Morten Ørregaard
39
Proietti, Tommaso
39
Blasques, Francisco
38
Gupta, Rangan
37
Stock, James H.
37
Kunst, Robert M.
36
Hallin, Marc
35
Bauwens, Luc
34
Grassi, Stefano
34
Swanson, Norman R.
34
Schorfheide, Frank
33
Casarin, Roberto
32
Fried, Roland
31
Harvey, Andrew C.
31
Medeiros, Marcelo C.
31
Nielsen, Bent
30
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Centre for Microdata Methods and Practice <London>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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CIE working paper series
10
Cambridge working papers in economics
9
CoFE discussion papers
9
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8
Working paper / Department of Econometrics and Business Statistics, Monash University
6
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4
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4
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
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ECONIS (ZBW)
65
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1
FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series
Feng, Yuanhua
;
Gries, Thomas
;
Letmathe, Sebastian
-
2023
Persistent link: https://www.econbiz.de/10014282334
Saved in:
2
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:
3
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
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
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:
6
Fast computation and bandwidth selection algorithms for smoothing functional time series
Schäfer, Bastian
;
Feng, Yuanhua
-
2021
Persistent link: https://www.econbiz.de/10012628585
Saved in:
7
An extended exponential SEMIFAR model with application in R
Letmathe, Sebastian
;
Beran, Jan
;
Feng, Yuanhua
-
2021
Persistent link: https://www.econbiz.de/10012628648
Saved in:
8
Semiparametric GARCH models with long memory applied to value at risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
-
2021
Persistent link: https://www.econbiz.de/10012508951
Saved in:
9
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:
10
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
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