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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Working papers / Universitat Pompeu Fabra, Department of Economics and Business"
~person:"Li, Degui"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz im Buch"
~type_genre:"Non-commercial literature"
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Zeitreihenanalyse
Estimation theory
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Schätztheorie
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Time series analysis
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Brownian semi-martingale
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Business network
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Granger causality
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Li, Degui
Harvey, Andrew C.
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Pesaran, M. Hashem
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Linton, Oliver
6
Pick, Andreas
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Timmermann, Allan
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Bu, Ruijun
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Caivano, Michele
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Cambridge working papers in economics
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
Discussion papers in economics
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School of Economics working papers / The University of Adelaide, School of Economics
3
Janeway Institute working paper series
2
CREATES research paper
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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:
2
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:
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