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Inference About Realized Volat...
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Nichtparametrisches Verfahren
66
Nonparametric statistics
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65
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56
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29
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Linton, Oliver
138
Whang, Yoon-jae
14
Xiao, Zhijie
7
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6
Boneva, Lena
5
Lewbel, Arthur
5
Li, Degui
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Kalnina, Ilze
4
Koo, Bonsoo
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48
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15
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7
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6
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6
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4
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ECONIS (ZBW)
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1
Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error
Kalnina, Ilze
;
Linton, Oliver
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10003783783
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2
Subsampling high frequency data
Kalnina, Ilze
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 262-283
Persistent link: https://www.econbiz.de/10009242137
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3
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
4
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
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5
Efficient estimation of generalized additive nonparametric regression models
Linton, Oliver
- In:
Econometric theory
16
(
2000
)
4
,
pp. 502-523
Persistent link: https://www.econbiz.de/10001517331
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6
Second order approximation in a linear regression with heteroskedasticity of unknown form
Linton, Oliver
- In:
Econometric reviews
15
(
1996
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10001197549
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7
The Froot-Stein model revisited
Høgh, Nils
;
Linton, Oliver
;
Nielsen, Jens Perch
- In:
Annals of actuarial science : publ. by the Institute of …
1
(
2006
)
1
,
pp. 37-47
Persistent link: https://www.econbiz.de/10003732697
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8
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
Shintani, Mototsugu
;
Linton, Oliver
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10001998813
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9
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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10
Two reviews of Identification for prediction and decision
Lancaster, Tony
;
Linton, Oliver
- In:
The economic journal : the journal of the Royal …
119
(
2009
),
pp. 404-413
Persistent link: https://www.econbiz.de/10003848934
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