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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~language:"cat"
~language:"eng"
~person:"Linton, Oliver"
~subject:"Nonparametric regression"
~subject:"Volatility"
~type_genre:"Article in journal"
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Nonparametric regression
Volatility
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Estimation theory
21
Schätztheorie
21
Theorie
14
Theory
14
Time series analysis
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Zeitreihenanalyse
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Linton, Oliver
Bollerslev, Tim
24
Todorov, Viktor
21
Tauchen, George Eugene
16
Aït-Sahalia, Yacine
14
Andersen, Torben
13
McAleer, Michael
9
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8
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5
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5
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5
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5
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5
Hallin, Marc
5
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5
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4
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Journal of econometrics
Journal of financial economics
Cambridge working papers in economics
2
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2
Econometric theory
2
International financial forecasting
1
International journal of forecasting
1
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ECONIS (ZBW)
7
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1
A weighted sieve estimator for nonparametric time series models with nonstationary variables
Dong, Chaohua
;
Linton, Oliver
;
Peng, Bin
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 909-932
Persistent link: https://www.econbiz.de/10012619807
Saved in:
2
A coupled component DCS-EGARCH model for intraday and overnight volatility
Linton, Oliver
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 176-201
Persistent link: https://www.econbiz.de/10012482745
Saved in:
3
Multiscale clustering of nonparametric regression curves
Vogt, Michael
;
Linton, Oliver
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 305-325
Persistent link: https://www.econbiz.de/10012439696
Saved in:
4
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
5
Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.
;
Linton, Oliver
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 55-73
Persistent link: https://www.econbiz.de/10008839940
Saved in:
6
Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error
Kalnina, Ilze
;
Linton, Oliver
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10003783783
Saved in:
7
The common and specific components of dynamic volatility
Connor, Gregory
;
Korajczyk, Robert A.
;
Linton, Oliver
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
Saved in:
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