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~person:"Candelon, Bertrand"
~person:"Lieberman, Offer"
~person:"Linton, Oliver"
~subject:"Heteroskedastizität"
~subject:"Time series analysis"
~subject:"United States"
~subject:"World"
~type:"book"
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Time series analysis
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Zeitreihenanalyse
64
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30
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30
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24
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24
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23
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Candelon, Bertrand
Lieberman, Offer
Linton, Oliver
Caporale, Guglielmo Maria
199
Koopman, Siem Jan
166
Gil-Alaña, Luis A.
160
Phillips, Peter C. B.
146
Franses, Philip Hans
131
Gao, Jiti
109
McAleer, Michael
100
Pesaran, M. Hashem
87
Kapetanios, George
79
Sibbertsen, Philipp
77
Teräsvirta, Timo
77
Lütkepohl, Helmut
74
Härdle, Wolfgang
67
Hyndman, Rob J.
66
Koop, Gary
63
Watson, Mark W.
63
Dijk, Herman K. van
62
Lucas, André
58
Stock, James H.
57
Marcellino, Massimiliano
56
Johansen, Søren
55
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53
Ravazzolo, Francesco
52
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51
Nielsen, Morten Ørregaard
51
Engle, Robert F.
50
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48
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48
Swanson, Norman R.
48
Gil-Alana, Luis A.
45
Proietti, Tommaso
45
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43
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42
Hallin, Marc
40
Schorfheide, Frank
40
Diebold, Francis X.
39
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39
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38
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38
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38
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9
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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
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
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/10012608336
Saved in:
8
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:
9
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:
10
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
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