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~isPartOf:"Applied financial economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Econometric theory"
~isPartOf:"Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"International economic review"
~isPartOf:"Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas"
~person:"Kreiß, Jens-Peter"
~person:"Li, Qi"
~person:"Linton, Oliver"
~person:"Peel, David"
~person:"Yu, Jun"
~subject:"Anleihe"
~subject:"Cointegration"
~subject:"Effizienzmarkthypothese"
~subject:"Heteroskedastizität"
~subject:"Time series analysis"
~subject:"United States"
~subject:"Volatilität"
~subject:"World"
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Anleihe
Cointegration
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Zeitreihenanalyse
33
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23
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Kreiß, Jens-Peter
Li, Qi
Linton, Oliver
Peel, David
Yu, Jun
Phillips, Peter C. B.
100
Gil-Alaña, Luis A.
28
Lütkepohl, Helmut
21
Saikkonen, Pentti
21
Härdle, Wolfgang
19
Breitung, Jörg
14
Chen, Xiaohong
11
Taylor, Robert
11
Lanne, Markku
9
Lieberman, Offer
9
Tschernig, Rolf
9
Gao, Jiti
8
Hong, Yongmiao
8
Wang, Qiying
8
Xiao, Zhijie
8
Magdalinos, Tassos
7
Sun, Yixiao
7
Candelon, Bertrand
6
Caporale, Guglielmo Maria
6
Cavaliere, Giuseppe
6
Chambers, Marcus J.
6
Johansen, Søren
6
Kleinow, Torsten
6
Leybourne, Stephen James
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Robinson, Peter M.
6
Spokojnyj, Vladimir G.
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Tjostheim, Dag
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Vogelsang, Timothy J.
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Yang, Lijian
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Andrews, Donald W. K.
5
Chen, Song Xi
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Choi, In
5
Giraitis, Liudas
5
Harris, David
5
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5
Neumann, Michael H.
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Applied financial economics
Cambridge-INET working papers
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion papers of interdisciplinary research project 373
Econometric theory
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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24
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8
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6
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Discussion papers in economics
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ECONIS (ZBW)
33
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1
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
2
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
3
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:
4
A ReMeDI for microstructure noise
Li, Z. Merrick
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 367-389
Persistent link: https://www.econbiz.de/10012821689
Saved in:
5
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:
6
Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2017
Persistent link: https://www.econbiz.de/10011797227
Saved in:
7
Quantilograms under strong dependence
Lee, Ji Hyung
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Econometric theory
36
(
2020
)
3
,
pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
Saved in:
8
Detecting financial data dependence structure by averaging mixture copulas
Liu, Guannan
;
Long, Wei
;
Zhang, Xinyu
;
Li, Qi
- In:
Econometric theory
35
(
2019
)
4
,
pp. 777-815
Persistent link: https://www.econbiz.de/10012386828
Saved in:
9
A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series
Sun, Yiguo
;
Cai, Zongwu
;
Li, Qi
- In:
Econometric theory
32
(
2016
)
4
,
pp. 988-1022
Persistent link: https://www.econbiz.de/10011644226
Saved in:
10
Dating the timeline of financial bubbles during the subprime crisis
Phillips, Peter C. B.
;
Yu, Jun
-
2010
Persistent link: https://www.econbiz.de/10008656743
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