//--> //--> //--> //-->
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
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
Estimating Quadratic Variation...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Nichtparametrisches Verfahren
222
Nonparametric statistics
222
Theorie
203
Theory
203
Estimation theory
188
Schätztheorie
188
Time series analysis
82
Zeitreihenanalyse
82
Estimation
81
Schätzung
81
Regression analysis
75
Regressionsanalyse
75
Volatility
44
Volatilität
44
ARCH model
39
ARCH-Modell
39
Stochastic process
39
Stochastischer Prozess
39
Börsenkurs
36
Share price
36
Statistical test
35
Statistischer Test
35
Statistical distribution
33
Statistische Verteilung
33
Panel
32
Panel study
32
Forecasting model
31
Prognoseverfahren
31
Bootstrap approach
30
Bootstrap-Verfahren
30
Capital income
28
Kapitaleinkommen
28
Core
22
Method of moments
22
Momentenmethode
22
Market microstructure
20
Marktmikrostruktur
20
Correlation
19
Korrelation
19
Aktienmarkt
17
more ...
less ...
Online availability
All
Free
330
Undetermined
60
Type of publication
All
Book / Working Paper
388
Article
157
Type of publication (narrower categories)
All
Graue Literatur
204
Non-commercial literature
204
Working Paper
179
Arbeitspapier
177
Article in journal
142
Aufsatz in Zeitschrift
142
Aufsatz im Buch
4
Book section
4
Conference paper
3
Konferenzbeitrag
3
Collection of articles of several authors
2
Konferenzschrift
2
Lehrbuch
2
Sammelwerk
2
Bibliografie
1
Hochschulschrift
1
Nachschlagewerk
1
Reference book
1
Rezension
1
Systematic review
1
Textbook
1
Thesis
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
492
Undetermined
53
Author
All
Linton, Oliver
365
Linton, Oliver B.
164
Whang, Yoon-jae
47
Gao, Jiti
28
Kalnina, Ilze
27
Lewbel, Arthur
23
Mammen, Enno
23
Xiao, Zhijie
22
Li, Degui
21
Whang, Yoon-Jae
18
Dong, Chaohua
17
Connor, Gregory
15
Nielsen, Jens Perch
14
Vogt, Michael
14
Chen, Jia
13
Hafner, Christian M.
13
Boneva, Lena
12
Chen, Xiaohong
12
Hong, Seok Young
12
Koo, Bonsoo
12
Anderson, Gordon
11
Lu, Zu-di
11
Maasoumi, Esfandiar
11
Peng, Bin
11
Kim, Woocheol
10
Li, Z. Merrick
10
Tang, Haihan
10
Pakes, Ariel
9
Shintani, Mototsugu
9
Song, Kyungchul
9
Xia, Yingcun
9
Zhang, Zheng
9
Härdle, Wolfgang
8
Li, Shaoran
8
Srisuma, Sorawoot
8
Cheng, Tingting
7
Hodgson, Douglas J.
7
Vorkink, Keith
7
Wu, Jianbin
7
Auld, Tom
6
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Centre for Microdata Methods and Practice <London>
5
London School of Economics (LSE)
3
Boston College / Department of Economics
2
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
2
Econometric Society
1
Ehrvervøkonomisk Institut, Institut for Økonomi
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Harvard Institute of Economic Research
1
Harvard Institute of Economic Research (HIER), Department of Economics
1
International Symposium on Financial Engineering and Risk Management <2018, Schanghai>
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
more ...
less ...
Published in...
All
Journal of econometrics
54
CEMMAP working papers / Centre for Microdata Methods and Practice
53
Cambridge working papers in economics
45
LSE STICERD Research Paper
42
Econometric theory
31
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
23
Cambridge-INET working papers
22
Econometrics papers
20
Discussion paper series / LSE Financial Markets Group
13
Working paper / Department of Econometrics and Business Statistics, Monash University
13
Cowles Foundation discussion paper
9
Janeway Institute working paper series
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Discussion papers of interdisciplinary research project 373
6
Econometric reviews
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Boston College working papers in economics
5
Discussion paper / LSE Financial Markets Group
5
Journal of the American Statistical Association : JASA
5
Working paper / Department of Economics, Universidad Carlos III de Madrid
5
Working papers / Department of Economics, Universidad Carlos III de Madrid
5
Bank of England Working Paper
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Econometric Theory
4
Journal of Econometrics
4
Journal of empirical finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Staff working papers / Bank of England
4
Cahier / Départment de Sciences Économiques, Université de Montréal
3
Cowles Foundation Discussion Paper
3
Discussion papers in economics
3
Journal of applied econometrics
3
LSE Research Online Documents on Economics
3
The econometrics journal
3
The economic journal : the journal of the Royal Economic Society
3
The review of economic studies
3
CORE discussion papers : DP
2
Chicago Booth Research Paper
2
Economics letters
2
International journal of forecasting
2
more ...
less ...
Source
All
ECONIS (ZBW)
507
RePEc
22
OLC EcoSci
14
EconStor
2
Showing
61
-
70
of
545
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
61
Semiparametric estimation of Markov decision processes with continuous state space
Srisuma, Sorawoot
;
Linton, Oliver
-
2010
Persistent link: https://www.econbiz.de/10008649305
Saved in:
62
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:
63
A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom
Atak, Alev
;
Linton, Oliver
;
Xiao, Zhijie
-
2010
Persistent link: https://www.econbiz.de/10008737919
Saved in:
64
Evaluating value-at-risk models via quantile regression
Gaglianone, Wagner Piazza
;
Lima, Luiz Renato
;
Linton, Oliver
-
2010
Persistent link: https://www.econbiz.de/10008798843
Saved in:
65
Multivariate density estimation using dimension reducing information and tail flattening transformations
Buch-Kromann, Tine
;
Guillén, Montserrat
;
Linton, Oliver
; …
- In:
Insurance / Mathematics & economics
48
(
2011
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10008839753
Saved in:
66
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:
67
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
Saved in:
68
Nonparametric transpormation to white noise
Linton, Oliver
;
Mammen, Enno
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 241-264
Persistent link: https://www.econbiz.de/10003608181
Saved in:
69
Semiparametric estimation of a characteristic-based factor model of common stock returns
Connor, Gregory
;
Linton, Oliver
- In:
Journal of empirical finance
14
(
2007
)
5
,
pp. 694-717
Persistent link: https://www.econbiz.de/10003609986
Saved in:
70
Are there Monday effects in stock returns : a stochastic dominance approach
Cho, Young-hyun
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Journal of empirical finance
14
(
2007
)
5
,
pp. 736-755
Persistent link: https://www.econbiz.de/10003610006
Saved in:
First
Prev
3
4
5
6
7
8
9
10
11
12
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->