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~isPartOf:"Applied financial economics letters"
~isPartOf:"Cambridge working papers in 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:"International economic review"
~isPartOf:"The American journal of economics and sociology"
~person:"Caporale, Guglielmo Maria"
~person:"Linton, Oliver"
~person:"Wang, Chen"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
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Search: subject_exact:"Time series analysis"
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Heteroskedastizität
Prognoseverfahren
Time series analysis
USA
Zeitreihenanalyse
19
Theorie
10
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10
Estimation
8
Nichtparametrisches Verfahren
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Caporale, Guglielmo Maria
Linton, Oliver
Wang, Chen
Phillips, Peter C. B.
83
Harvey, Andrew C.
19
Gil-Alaña, Luis A.
12
Pesaran, M. Hashem
12
Härdle, Wolfgang
10
Chen, Xiaohong
9
Lütkepohl, Helmut
7
Saikkonen, Pentti
7
Lieberman, Offer
6
Yu, Jun
6
Breitung, Jörg
5
Magdalinos, Tassos
5
Xiao, Zhijie
5
Andrews, Donald W. K.
4
Gao, Jiti
4
Lanne, Markku
4
Onatski, Alexei
4
Pick, Andreas
4
Ploberger, Werner
4
Spokojnyj, Vladimir G.
4
Sun, Yixiao
4
Timmermann, Allan
4
Tschernig, Rolf
4
Wang, Qiying
4
Busetti, Fabio
3
Candelon, Bertrand
3
Jin, Sainan
3
Kleinow, Torsten
3
Li, Degui
3
Liao, Zhipeng
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Thiele, Stephen
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Yang, Lijian
3
Abu Hassan Shaari Mohd Nor
2
Bailey, Natalia
2
Chen, Jia
2
Chen, Song Xi
2
Chin, Wen Cheong
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Applied financial economics letters
Cambridge working papers in economics
Cambridge-INET working papers
Cowles Foundation discussion paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
International economic review
The American journal of economics and sociology
CESifo working papers
56
Economics and finance working paper series
49
Discussion papers / Deutsches Institut für Wirtschaftsforschung
21
Discussion paper / Centre for Economic Forecasting
20
DIW Berlin Discussion Paper
15
CESifo Working Paper Series
14
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13
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10
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8
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7
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Econometric theory
5
Janeway Institute working paper series
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Discussion papers of interdisciplinary research project 373
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
Journal of economics and finance
3
Journal of economics and finance : JEF
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Research in international business and finance
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Applied economics
2
Applied financial economics
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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HWWA discussion paper
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of finance & economics : IJFE
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Journal of applied economics
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Journal of forecasting
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Journal of international money and finance
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Oxford bulletin of economics and statistics
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Advances in quantitative analysis of finance and accounting : a research annual
1
African journal of economic and sustainable development
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Bulletin of economic research
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ECONIS (ZBW)
19
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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
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:
4
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:
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
Spurious factor analysis
Onatski, Alexei
;
Wang, Chen
-
2020
Persistent link: https://www.econbiz.de/10012793091
Saved in:
7
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:
8
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:
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:
10
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
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