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~type_genre:"Aufsatz in Zeitschrift"
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Nichtparametrisches Verfahren
65
Nonparametric statistics
65
Estimation theory
64
Schätztheorie
64
Theorie
56
Theory
56
Regression analysis
28
Regressionsanalyse
28
Time series analysis
25
Zeitreihenanalyse
25
Estimation
17
Schätzung
17
ARCH model
13
ARCH-Modell
13
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13
Volatilität
13
Statistical test
11
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11
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10
Prognoseverfahren
10
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8
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8
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7
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7
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Panel study
7
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7
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7
Efficient market hypothesis
6
Effizienzmarkthypothese
6
Bootstrap approach
5
Bootstrap-Verfahren
5
Börsenkurs
5
Core
5
Correlation
5
Großbritannien
5
Korrelation
5
Portfolio selection
5
Portfolio-Management
5
Semiparametric estimation
5
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Undetermined
49
Free
16
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Article
123
Book / Working Paper
18
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Aufsatz in Zeitschrift
Working Paper
218
Graue Literatur
200
Non-commercial literature
200
Arbeitspapier
173
Article in journal
141
Aufsatz im Buch
4
Book section
4
Conference paper
3
Konferenzbeitrag
3
Collection of articles of several authors
2
Konferenzschrift
2
Lehrbuch
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English
141
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Linton, Oliver
138
Whang, Yoon-jae
14
Xiao, Zhijie
7
Gao, Jiti
6
Boneva, Lena
5
Lewbel, Arthur
5
Li, Degui
5
Zhang, Zheng
5
Chen, Xiaohong
4
Dong, Chaohua
4
Hong, Seok Young
4
Koo, Bonsoo
4
Zhang, Zhengjun
4
Ai, Chunrong
3
Anderson, Gordon
3
Chen, Jia
3
Connor, Gregory
3
Gozalo, Pedro L.
3
Hafner, Christian M.
3
Jeffrey, Andrew
3
Lu, Zu-di
3
Mammen, Enno
3
Nielsen, Jens Perch
3
Tang, Haihan
3
Vogt, Michael
3
Yen, Yu-min
3
Auld, Tom
2
Elliott, David
2
Gallant, A. Ronald
2
Hodgson, Douglas J.
2
Hong, Yongmiao
2
Huang, Wei
2
Kaminska, Iryna
2
Kim, Woocheol
2
Kong, Efang
2
Kristensen, Dennis
2
La Vecchia, Davide
2
Ma, Shujie
2
Mahmoodzadeh, Soheil
2
McLaren, Nick
2
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International Symposium on Financial Engineering and Risk Management <2018, Schanghai>
1
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Journal of econometrics
46
Econometric theory
27
Cambridge working papers in economics
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Cambridge-INET working papers
6
Econometric reviews
6
Journal of empirical finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The econometrics journal
3
Economics letters
2
International journal of forecasting
2
Journal of the American Statistical Association : JASA
2
The economic journal : the journal of the Royal Economic Society
2
The review of economic studies
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annals of economics and finance
1
Annual review of economics
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Insurance / Mathematics & economics
1
International economic review
1
International financial forecasting
1
Journal of applied economics
1
Journal of economic growth
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international financial markets, institutions & money
1
Journal of risk finance : the convergence of financial products and insurance
1
Market microstructure and liquidity
1
Quantitative economics : QE ; journal of the Econometric Society
1
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ECONIS (ZBW)
141
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1
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10
of
141
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1
Nonparametric estimation of a multifactor Heath-Jarrow-Morton model: an integrated approach
Jeffrey, Andrew
;
Kristensen, Dennis
;
Linton, Oliver
; …
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 251-289
Persistent link: https://www.econbiz.de/10002214284
Saved in:
2
US macroeconomic news spillover effects on Vietnamese stock market
Nguyen, Thong
- In:
Journal of risk finance : the convergence of financial …
12
(
2011
)
5
,
pp. 389-399
Persistent link: https://www.econbiz.de/10009412177
Saved in:
3
Single factor Heath-Jarrow-Morton term structure models based on Markov spot interest rate dynamics
Jeffrey, Andrew
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
4
,
pp. 619-642
Persistent link: https://www.econbiz.de/10001217188
Saved in:
4
Structural changes in Australian bank risk
Dennis, Steven A.
;
Jeffrey, Andrew
- In:
Journal of international financial markets, …
12
(
2002
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10001646026
Saved in:
5
Adaptive estimation in ARCH models
Linton, Oliver
- In:
Econometric theory
9
(
1993
)
4
,
pp. 539-569
Persistent link: https://www.econbiz.de/10001156716
Saved in:
6
An asymptotic expansion in the GARCH(1,1) model
Linton, Oliver
- In:
Econometric theory
13
(
1997
)
4
,
pp. 558-581
Persistent link: https://www.econbiz.de/10001230723
Saved in:
7
Edgeworth approximation for MINPIN estimators in semiparametric regression models
Linton, Oliver
- In:
Econometric theory
12
(
1996
)
1
,
pp. 30-60
Persistent link: https://www.econbiz.de/10001201818
Saved in:
8
Estimation of linear regression models from bid-ask data by a spread-tolerant estimator
Linton, Oliver
- In:
Annals of economics and finance
2
(
2001
)
1
,
pp. 237-247
Persistent link: https://www.econbiz.de/10001732273
Saved in:
9
Estimating additive nonparametric models by partial Lq norm : the curse of fractionality
Linton, Oliver
- In:
Econometric theory
17
(
2001
)
6
,
pp. 1037-1050
Persistent link: https://www.econbiz.de/10001638374
Saved in:
10
Edgeworth approximations for semiparametric instrumental variable estimators and test statistics
Linton, Oliver
- In:
Journal of econometrics
106
(
2002
)
2
,
pp. 325-368
Persistent link: https://www.econbiz.de/10001638902
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