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~isPartOf:"Applied financial economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"DAE working paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Econometric theory"
~isPartOf:"International economic review"
~isPartOf:"Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas"
~person:"Härdle, Wolfgang"
~person:"Linton, Oliver"
~person:"Onatski, Alexei"
~person:"Peel, David"
~person:"Taylor, Robert"
~subject:"Exchange rate"
~subject:"Heteroskedastizität"
~subject:"Nonparametric statistics"
~subject:"Time series analysis"
~subject:"United States"
~type_genre:"Non-commercial literature"
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Härdle, Wolfgang
Linton, Oliver
Onatski, Alexei
Peel, David
Taylor, Robert
Phillips, Peter C. B.
61
Gil-Alaña, Luis A.
11
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9
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7
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ECONIS (ZBW)
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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:
2
Spurious factor analysis
Onatski, Alexei
;
Wang, Chen
-
2020
Persistent link: https://www.econbiz.de/10012793091
Saved in:
3
Alternative asymptotics for cointegration tests in large VARs
Onatski, Alexei
;
Wang, Chen
-
2016
Persistent link: https://www.econbiz.de/10011538884
Saved in:
4
A quantilogram approach to evaluating directional predictability
Linton, Oliver
;
Whang, Yoon-jae
-
2004
Persistent link: https://www.econbiz.de/10001961584
Saved in:
5
More efficient kernel estimation in nonparametric regression with autocorrelated errors
Xiao, Zhijie
;
Linton, Oliver
;
Carroll, Raymond J.
; …
-
2002
Persistent link: https://www.econbiz.de/10001686083
Saved in:
6
Nonlinear PPP under the gold standard
Payá, Ivan
(
contributor
);
Peel, David
(
contributor
)
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002203895
Saved in:
7
Temporal aggregation of an ESTAR process : some implications for purchasing power parity adjustment
Payá, Ivan
(
contributor
);
Peel, David
(
contributor
)
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002203942
Saved in:
8
Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian
;
Härdle, Wolfgang
;
Park, Byeong U.
-
2002
Persistent link: https://www.econbiz.de/10001715636
Saved in:
9
Bootstrap methods for time series
Härdle, Wolfgang
;
Horowitz, Joel
;
Kreiß, Jens-Peter
-
2001
Persistent link: https://www.econbiz.de/10001606200
Saved in:
10
The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias
;
Härdle, Wolfgang
;
Villa, Christophe
-
2001
Persistent link: https://www.econbiz.de/10001609556
Saved in:
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