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~person:"Lien, Da-hsiang Donald"
~person:"Linton, Oliver"
~subject:"Kapitaleinkommen"
~subject:"Stochastic process"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Kapitaleinkommen
Stochastic process
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148
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74
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61
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61
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Lien, Da-hsiang Donald
Linton, Oliver
Zaremba, Adam
40
Escudero, Laureano F.
35
Fabozzi, Frank J.
35
Wong, Wing Keung
31
Escobar, Marcos
28
Madan, Dilip B.
28
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26
McAleer, Michael
26
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26
Siu, Tak Kuen
26
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25
Satchell, Stephen
25
Timmermann, Allan
24
Todorov, Viktor
23
Zhou, Guofu
23
Elliott, Robert J.
22
Gendreau, Michel
22
Guidolin, Massimo
22
Hainaut, Donatien
21
Račev, Svetlozar T.
21
Asai, Manabu
20
Auer, Benjamin R.
20
Cui, Zhenyu
20
Bali, Turan G.
19
Benth, Fred Espen
19
Yu, Jun
19
Shapiro, Alexander
18
Wong, Hoi Ying
18
Zhang, Wei
18
Clare, Andrew D.
17
Fletcher, Jonathan
17
Kim, Young Shin
17
McMillan, David G.
17
Tauchen, George Eugene
17
Tiwari, Aviral Kumar
17
Bollerslev, Tim
16
Brooks, Robert
16
Grobys, Klaus
16
Post, Thierry
16
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16
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Journal of econometrics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Advances in futures and options research : a research annual
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied financial economics
1
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1
Cambridge working papers in economics
1
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1
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1
Journal of forecasting
1
The econometrics journal
1
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1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of economic studies
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ECONIS (ZBW)
19
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19
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1
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
2
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
3
The global latent factor and international index futures returns predictability
Chang, Shu-Lien
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 514-538
Persistent link: https://www.econbiz.de/10013166158
Saved in:
4
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
5
Window dressing in equity mutual funds
Hung, Pi-Hsia
;
Lien, Da-hsiang Donald
;
Kuo, Ming-Sin
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 338-354
Persistent link: https://www.econbiz.de/10012431323
Saved in:
6
Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error
Park, Sujin
;
Hong, Seok Young
;
Linton, Oliver
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 325-347
Persistent link: https://www.econbiz.de/10011610563
Saved in:
7
Testing for the stochastic dominance efficiency of a given portfolio
Linton, Oliver
;
Post, Thierry
;
Whang, Yoon-jae
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 59-74
Persistent link: https://www.econbiz.de/10010498726
Saved in:
8
A nonparametric test of a strong leverage hypothesis
Linton, Oliver
;
Whang, Yoon-jae
;
Yen, Yu-min
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 153-186
Persistent link: https://www.econbiz.de/10011705075
Saved in:
9
Tracking error decision rules and accumulated wealth
Berg, Nathan
;
Lien, Da-hsiang Donald
- In:
Applied mathematical finance
10
(
2003
)
2
,
pp. 91-119
Persistent link: https://www.econbiz.de/10001805360
Saved in:
10
Consistent testing for stochastic dominance under general sampling schemes
Linton, Oliver
;
Maasoumi, Esfandiar
;
Whang, Yoon-jae
- In:
The review of economic studies
72
(
2005
)
3
,
pp. 735-765
Persistent link: https://www.econbiz.de/10002960483
Saved in:
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