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~isPartOf:"CREATES research paper"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"International economic review"
~isPartOf:"The American journal of economics and sociology"
~person:"Corrado, Luisa"
~person:"Linton, Oliver"
~subject:"CAPM"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
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CAPM
Heteroskedastizität
Prognoseverfahren
Time series analysis
USA
Zeitreihenanalyse
15
Estimation theory
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Schätztheorie
6
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6
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6
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5
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Corrado, Luisa
Linton, Oliver
Phillips, Peter C. B.
83
Harvey, Andrew C.
19
Teräsvirta, Timo
18
Johansen, Søren
15
Nielsen, Morten Ørregaard
15
Kruse, Robinson
12
Pesaran, M. Hashem
12
Chen, Xiaohong
9
Grassi, Stefano
8
Podolskij, Mark
8
Proietti, Tommaso
8
Santucci de Magistris, Paolo
7
Haldrup, Niels
6
Lieberman, Offer
6
Yu, Jun
6
Cavaliere, Giuseppe
5
Ergemen, Yunus Emre
5
Gao, Jiti
5
Hansen, Peter Reinhard
5
Magdalinos, Tassos
5
Taylor, Robert
5
Xiao, Zhijie
5
Andrews, Donald W. K.
4
Christensen, Kim
4
Hillebrand, Eric
4
Kanaya, Shin
4
Kang, Jian
4
Kristensen, Dennis
4
Li, Degui
4
Nielsen, Bent
4
Nonejad, Nima
4
Onatski, Alexei
4
Pick, Andreas
4
Ploberger, Werner
4
Silvennoinen, Annastiina
4
Sun, Yixiao
4
Timmermann, Allan
4
Voev, Valeri
4
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CREATES research paper
Cambridge working papers in economics
Cambridge-INET working papers
Cowles Foundation discussion paper
International economic review
The American journal of economics and sociology
Journal of econometrics
13
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Econometric theory
5
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4
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3
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2
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1
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1
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1
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1
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ECONIS (ZBW)
15
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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
Modelling and estimating large macroeconomic shocks during the pandemic
Corrado, Luisa
;
Grassi, Stefano
;
Paolillo, Aldo
-
2021
Persistent link: https://www.econbiz.de/10012620771
Saved in:
6
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:
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
Saved in:
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