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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Li, Yingying"
~subject:"Wirkungsanalyse"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Wirkungsanalyse
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Estimation theory
8
Schätztheorie
8
Market microstructure
6
Marktmikrostruktur
6
Noise Trading
6
Noise trading
6
Time series analysis
6
Volatility
6
Volatilität
6
Market microstructure noise
5
Börsenkurs
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Capital income
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High frequency data
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Integrated volatility
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Kapitaleinkommen
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Nichtparametrisches Verfahren
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Estimation
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CLIME estimator
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Central limit theorem
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Li, Yingying
Gao, Jiti
10
Nielsen, Morten Ørregaard
10
Phillips, Peter C. B.
10
Li, Jia
9
Linton, Oliver
9
Lütkepohl, Helmut
9
Taylor, Robert
9
Kapetanios, George
8
Zhu, Ke
8
Demetrescu, Matei
7
Koopman, Siem Jan
7
Omay, Tolga
7
Teräsvirta, Timo
7
Francq, Christian
6
Kim, Donggyu
6
Li, Degui
6
Lucas, André
6
Marcellino, Massimiliano
6
Peng, Liang
6
Shang, Han Lin
6
Todorov, Viktor
6
Wang, Shouyang
6
Agiakloglou, Christos N.
5
Blasques, Francisco
5
Cavaliere, Giuseppe
5
Davis, Richard A.
5
Dong, Chaohua
5
Hill, Jonathan B.
5
Hong, Yongmiao
5
Hounyo, Ulrich
5
Inoue, Atsushi
5
Leybourne, Stephen James
5
MacKinnon, James G.
5
Poskitt, Donald Stephen
5
Sbrana, Giacomo
5
Su, Liangjun
5
Sucarrat, Genaro
5
Sun, Yixiao
5
Tauchen, George Eugene
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Journal of econometrics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
6
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Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
Saved in:
3
Estimating the integrated volatility with tick observations
Jacob, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 80-100
Persistent link: https://www.econbiz.de/10012139788
Saved in:
4
A unified approach to volatility estimation in the presence of both rounding and random market microstructure noise
Li, Yingying
;
Zhang, Zhiyuan
;
Li, Yichu
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 187-222
Persistent link: https://www.econbiz.de/10011974656
Saved in:
5
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
6
Efficient estimation of integrated volatility incorporating trading information
Li, Yingying
;
Xie, Shangyu
;
Zheng, Xinghua
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 33-50
Persistent link: https://www.econbiz.de/10011705231
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