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ARCH model
Nichtparametrisches Verfahren
218
Nonparametric statistics
218
Theorie
201
Theory
201
Estimation theory
188
Schätztheorie
188
Time series analysis
83
Zeitreihenanalyse
83
Estimation
78
Schätzung
78
Regression analysis
73
Regressionsanalyse
73
Volatility
42
Volatilität
42
Stochastic process
39
Stochastischer Prozess
39
ARCH-Modell
38
Statistical test
35
Statistischer Test
35
Börsenkurs
33
Share price
33
Statistical distribution
33
Statistische Verteilung
33
Panel
32
Panel study
32
Bootstrap approach
30
Bootstrap-Verfahren
30
Forecasting model
29
Prognoseverfahren
29
Capital income
26
Kapitaleinkommen
26
Core
22
Market microstructure
22
Marktmikrostruktur
22
Method of moments
22
Momentenmethode
22
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18
Korrelation
18
Aktienmarkt
16
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English
38
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Linton, Oliver
29
Kim, Woocheol
9
Linton, Oliver B.
9
Wu, Jianbin
6
Li, Degui
4
Mammen, Enno
4
Lu, Zu-di
3
Perron, Benoit
3
Kristensen, Dennis
2
Lu, Zudi
2
Shang, Dajing
2
Steigerwald, Douglas G.
2
Yan, Yang
2
Connor, Gregory
1
Hafner, Christian M.
1
Iglesias, Emma M.
1
Koo, Bonsoo
1
Korajczyk, Robert A.
1
Pan, Jiazhu
1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Econometric theory
7
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Discussion paper series / LSE Financial Markets Group
3
Econometrics papers
3
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3
Cambridge working papers in economics
2
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2
Journal of econometrics
2
Cahier / Département de Sciences Économiques, Université de Montréal
1
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1
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1
Discussion papers of interdisciplinary research project 373
1
Econometric reviews
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Adaptive testing in ARCH models
Linton, Oliver B.
;
Steigerwald, Douglas G.
-
1995
Persistent link: https://www.econbiz.de/10000585298
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2
The common and specific components of dynamic volatility
Connor, Gregory
;
Korajczyk, Robert A.
;
Linton, Oliver
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
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3
Local linear fitting under near epoch dependence
Lu, Zudi
;
Linton, Oliver
- In:
Econometric theory
23
(
2007
)
1
,
pp. 37-70
Persistent link: https://www.econbiz.de/10003407421
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4
Estimation for a nonstationary semi-strong GARCH (1,1) model with heavy-tailed errors
Linton, Oliver
;
Pan, Jiazhu
;
Wang, Hui
- In:
Econometric theory
26
(
2010
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10003968440
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5
Local linear fitting under near epoch dependence : uniform consistency with convergence rate
Li, Degui
;
Lu, Zu-di
;
Linton, Oliver
-
2010
Persistent link: https://www.econbiz.de/10008649308
Saved in:
6
Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models
Iglesias, Emma M.
;
Linton, Oliver
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1136-1161
Persistent link: https://www.econbiz.de/10003591844
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7
A closed-form estimator for the GARCH (1,1) model
Kristensen, Dennis
;
Linton, Oliver
- In:
Econometric theory
22
(
2006
)
2
,
pp. 323-337
Persistent link: https://www.econbiz.de/10003301258
Saved in:
8
Estimation of a semiparametric IGARCH(1,1) model
Kim, Woocheol
;
Linton, Oliver
-
2009
Persistent link: https://www.econbiz.de/10003942459
Saved in:
9
Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.
;
Linton, Oliver
-
2009
Persistent link: https://www.econbiz.de/10003942464
Saved in:
10
Estimation of a semiparametric IGARCH (1,1) model
Kim, Woocheol
;
Linton, Oliver
- In:
Econometric theory
27
(
2011
)
3
,
pp. 639-661
Persistent link: https://www.econbiz.de/10009266722
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