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
Bootstrapping integrated covar...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Schätztheorie
145
Estimation theory
142
Nichtparametrisches Verfahren
117
Nonparametric statistics
114
Theorie
71
Theory
69
Time series analysis
60
Zeitreihenanalyse
60
Estimation
36
Schätzung
36
Regression analysis
34
Regressionsanalyse
34
Volatility
29
Bootstrap-Verfahren
27
Volatilität
27
Bootstrap approach
25
ARCH model
21
ARCH-Modell
21
Stochastischer Prozess
20
Stochastic process
18
Statistischer Test
16
Börsenkurs
15
Share price
15
Statistical test
15
Correlation
14
Korrelation
14
Panel
14
Panel study
14
Capital income
13
Kapitaleinkommen
13
Forecasting model
12
Market microstructure
12
Marktmikrostruktur
12
Prognoseverfahren
12
Induktive Statistik
9
Präferenztheorie
9
Statistical inference
9
Aktienmarkt
8
Core
8
Sparsity
8
more ...
less ...
Online availability
All
Free
130
Undetermined
30
Type of publication
All
Book / Working Paper
152
Article
77
Type of publication (narrower categories)
All
Graue Literatur
117
Non-commercial literature
117
Working Paper
105
Arbeitspapier
99
Article in journal
85
Aufsatz in Zeitschrift
85
Aufsatz im Buch
2
Book section
2
Conference paper
2
Konferenzbeitrag
2
Bibliografie
1
Hochschulschrift
1
Nachschlagewerk
1
Reference book
1
Thesis
1
more ...
less ...
Language
All
English
223
Undetermined
6
Author
All
Linton, Oliver
McAleer, Michael
576
Phillips, Peter C. B.
464
Caporale, Guglielmo Maria
437
Gil-Alaña, Luis A.
360
Gupta, Rangan
338
Koopman, Siem Jan
305
Pesaran, M. Hashem
299
Franses, Philip Hans
273
Härdle, Wolfgang
269
Gao, Jiti
234
Diebold, Francis X.
223
Kapetanios, George
220
Bollerslev, Tim
205
Swanson, Norman R.
199
Engle, Robert F.
185
Teräsvirta, Timo
180
Lütkepohl, Helmut
179
Chang, Chia-Lin
162
Hautsch, Nikolaus
155
Andrews, Donald W. K.
151
Marcellino, Massimiliano
146
Ghysels, Eric
140
Sibbertsen, Philipp
140
Chernozhukov, Victor
139
Nielsen, Morten Ørregaard
139
Pierdzioch, Christian
139
Chen, Xiaohong
136
Stock, James H.
136
Robinson, Peter M.
135
Newey, Whitney K.
132
Koop, Gary
131
Gouriéroux, Christian
129
Dijk, Dick van
127
MacKinnon, James G.
127
Lucas, André
126
Baltagi, Badi H.
124
White, Halbert
122
Bauwens, Luc
121
Caporin, Massimiliano
120
more ...
less ...
Institution
All
London School of Economics (LSE)
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Centre for Microdata Methods and Practice <London>
3
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
3
Published in...
All
CEMMAP working papers / Centre for Microdata Methods and Practice
31
Cambridge working papers in economics
30
Journal of econometrics
30
Econometric theory
23
Econometrics papers
16
Cambridge-INET working papers
15
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
11
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Cowles Foundation discussion paper
7
Discussion paper series / LSE Financial Markets Group
6
Janeway Institute working paper series
6
LSE Research Online Documents on Economics
6
Econometric reviews
5
Discussion papers of interdisciplinary research project 373
4
Working papers / Department of Economics, Universidad Carlos III de Madrid
4
Working papers / Economics Series / Department of Economics, Universidad Carlos III de Madrid
4
cemmap working paper
4
Discussion paper / LSE Financial Markets Group
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
STICERD - Econometrics Paper Series
3
Boston College working papers in economics
2
CORE discussion papers : DP
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers in economics
2
Discussion papers in economics / Nuffield College
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
CEA_372Cass working paper series
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Handbook of financial time series
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Insurance / Mathematics & economics
1
International financial forecasting
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of applied economics
1
Journal of empirical finance
1
Journal of the American Statistical Association : JASA
1
Market microstructure and liquidity
1
Quantitative economics : QE ; journal of the Econometric Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
214
RePEc
9
EconStor
6
Showing
1
-
10
of
229
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Estimating the quadratic covariation matrix for an asynchronously observed continuous time signal masked by additive noise
Park, Sujin
;
Linton, Oliver
-
2012
Persistent link: https://www.econbiz.de/10009552168
Saved in:
3
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:
4
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:
5
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:
6
Estimating quadratic variation consistently in the presence of correlated measurement errors
Kalnina, Ilze
(
contributor
);
Linton, Oliver
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003375854
Saved in:
7
Robust estimation of integrated
volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
8
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:
9
A remedi for microstructure noise
Li, Z. Merrick
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012692260
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
