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~isPartOf:"Janeway Institute working paper series"
~person:"Linton, Oliver"
~subject:"Time series analysis"
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MEDEA: a DSGE model for the Sp...
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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
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This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
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Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
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2022
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Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
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