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~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:"Linton, Oliver"
~person:"Yang, Lijian"
~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
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Nichtparametrisches Verfahren
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6
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Linton, Oliver
Yang, Lijian
Phillips, Peter C. B.
83
Harvey, Andrew C.
19
Pesaran, M. Hashem
12
Chen, Xiaohong
9
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6
Yu, Jun
6
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5
Magdalinos, Tassos
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Xiao, Zhijie
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4
Onatski, Alexei
4
Pick, Andreas
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Ploberger, Werner
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Sun, Yixiao
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Timmermann, Allan
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Wang, Qiying
4
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3
Jin, Sainan
3
Li, Degui
3
Liao, Zhipeng
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Thiele, Stephen
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3
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2
Chen, Jia
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Dalla, Violetta
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Ding, Yashuang
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Han, Chirok
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Li, Qi
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Palumbo, Dario
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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
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6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
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ECONIS (ZBW)
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Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
2
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:
3
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:
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
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:
8
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
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
A quantilogram approach to evaluating directional predictability
Linton, Oliver
;
Whang, Yoon-jae
-
2004
Persistent link: https://www.econbiz.de/10001961584
Saved in:
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