//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Linton, Oliver"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Zeitreihenanalyse"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
60
Zeitreihenanalyse
60
Nichtparametrisches Verfahren
38
Nonparametric statistics
38
Estimation theory
31
Schätztheorie
31
Theorie
22
Theory
22
Regression analysis
13
Regressionsanalyse
13
Estimation
12
Schätzung
12
Forecasting model
11
Prognoseverfahren
11
Börsenkurs
6
Share price
6
Aktienmarkt
5
Capital income
5
Induktive Statistik
5
Kapitaleinkommen
5
Panel
5
Panel study
5
Statistical inference
5
Stock market
5
Volatility
5
Volatilität
5
Yield curve
5
Zinsstruktur
5
Core
4
Efficient market hypothesis
4
Effizienzmarkthypothese
4
Kernel estimator
4
locally stationary process
4
series estimator
4
Dependence
3
Efficiency
3
Einheitswurzeltest
3
Factor analysis
3
Faktorenanalyse
3
Market microstructure
3
more ...
less ...
Online availability
All
Free
31
Undetermined
10
Type of publication
All
Book / Working Paper
36
Article
24
Type of publication (narrower categories)
All
Graue Literatur
32
Non-commercial literature
32
Arbeitspapier
26
Working Paper
26
Article in journal
25
Aufsatz in Zeitschrift
25
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
60
Author
All
Linton, Oliver
Gil-Alaña, Luis A.
339
Caporale, Guglielmo Maria
277
Phillips, Peter C. B.
237
Koopman, Siem Jan
235
Franses, Philip Hans
221
McAleer, Michael
142
Gao, Jiti
134
Teräsvirta, Timo
133
Lütkepohl, Helmut
124
Kapetanios, George
122
Sibbertsen, Philipp
119
Gupta, Rangan
115
Pesaran, M. Hashem
111
Koop, Gary
103
Harvey, Andrew C.
100
Hyndman, Rob J.
92
Kunst, Robert M.
90
Lucas, André
89
Watson, Mark W.
89
Taylor, Robert
88
Stock, James H.
86
Härdle, Wolfgang
85
Johansen, Søren
85
Marcellino, Massimiliano
85
Swanson, Norman R.
83
Perron, Pierre
82
Hendry, David F.
80
Dijk, Herman K. van
78
Engle, Robert F.
77
Hassler, Uwe
76
Mills, Terence C.
73
Proietti, Tommaso
73
Granger, C. W. J.
72
Dijk, Dick van
71
Nielsen, Morten Ørregaard
70
Maravall Herrero, Agustín
67
Robinson, Peter M.
67
Ravazzolo, Francesco
66
Leybourne, Stephen James
63
Hallin, Marc
62
more ...
less ...
Institution
All
Centre for Microdata Methods and Practice <London>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
Journal of econometrics
13
Cambridge working papers in economics
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Econometric theory
5
Janeway Institute working paper series
4
Cowles Foundation discussion paper
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Cambridge-INET working papers
2
Discussion paper series / LSE Financial Markets Group
2
CEA_372Cass working paper series
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers in economics
1
Discussion papers of interdisciplinary research project 373
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics papers
1
Economics letters
1
Handbook of financial time series
1
Journal of applied economics
1
Journal of the American Statistical Association : JASA
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
60
Showing
1
-
10
of
60
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
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/10013205300
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/10012608336
Saved in:
9
A ReMeDI for microstructure noise
Li, Z. Merrick
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 367-389
Persistent link: https://www.econbiz.de/10012821689
Saved in:
10
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:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->