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~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:"Busetti, Fabio"
~person:"Caporale, Guglielmo Maria"
~person:"Linton, Oliver"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Volatilität"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Time series analysis"
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Heteroskedastizität
Prognoseverfahren
Time series analysis
USA
Volatilität
Zeitreihenanalyse
14
Theorie
9
Theory
9
Estimation
5
Schätzung
5
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Cointegration
3
Estimation theory
3
Kointegration
3
Schätztheorie
3
Autocorrelation
2
Autokorrelation
2
Börsenkurs
2
Capital income
2
Factor analysis
2
Faktorenanalyse
2
Forecasting model
2
Kapitaleinkommen
2
Market microstructure
2
Marktmikrostruktur
2
Microstructure noise
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
1975-1998
1
1996-2000
1
Aktienmarkt
1
Arbeitslosigkeit
1
Brownian semi-martingale
1
Business network
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CAPM
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CLIME
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14
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Busetti, Fabio
Caporale, Guglielmo Maria
Linton, Oliver
Phillips, Peter C. B.
61
Harvey, Andrew C.
15
Pesaran, M. Hashem
12
Gil-Alaña, Luis A.
11
Härdle, Wolfgang
10
Chen, Xiaohong
9
Lütkepohl, Helmut
7
Saikkonen, Pentti
7
Lieberman, Offer
6
Yu, Jun
6
Breitung, Jörg
5
Magdalinos, Tassos
5
Lanne, Markku
4
Pick, Andreas
4
Spokojnyj, Vladimir G.
4
Timmermann, Allan
4
Tschernig, Rolf
4
Wang, Qiying
4
Xiao, Zhijie
4
Candelon, Bertrand
3
Gao, Jiti
3
Kleinow, Torsten
3
Li, Degui
3
Liao, Zhipeng
3
Sun, Yixiao
3
Yang, Lijian
3
Bailey, Natalia
2
Chen, Jia
2
Chen, Song Xi
2
Dalla, Violetta
2
Ding, Yashuang
2
Giraitis, Liudas
2
Hafner, Christian M.
2
Han, Chirok
2
Herwartz, Helmut
2
Higson, C.
2
Jin, Sainan
2
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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
54
Economics and finance working paper series
44
Discussion papers / Deutsches Institut für Wirtschaftsforschung
21
Discussion paper / Centre for Economic Forecasting
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Janeway Institute working paper series
4
Discussion papers of interdisciplinary research project 373
3
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3
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3
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2
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ECONIS (ZBW)
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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
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:
7
When is a copula constant? : a test for changing relationships
Busetti, Fabio
;
Harvey, Andrew C.
-
2008
Persistent link: https://www.econbiz.de/10003851035
Saved in:
8
Tests of time-invariance
Busetti, Fabio
(
contributor
);
Harvey, Andrew C.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003565808
Saved in:
9
A quantilogram approach to evaluating directional predictability
Linton, Oliver
;
Whang, Yoon-jae
-
2004
Persistent link: https://www.econbiz.de/10001961584
Saved in:
10
Testing for drift in a time series
Busetti, Fabio
(
contributor
);
Harvey, Andrew C.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001715100
Saved in:
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