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accessRights:"restricted"
subject:"Monte Carlo simulation"
~person:"Liu, Zhi"
~subject:"Korrelation"
~subject:"Maximum likelihood estimation"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Monte Carlo simulation
Korrelation
Maximum likelihood estimation
Schätzung
Estimation theory
6
Schätztheorie
6
Volatility
6
Volatilität
6
Estimation
5
Market microstructure
4
Marktmikrostruktur
4
Time series analysis
4
Zeitreihenanalyse
4
Noise Trading
3
Noise trading
3
Central limit theorem
2
Martingal
2
Martingale
2
Microstructure noise
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
high-frequency data
2
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Beta risk
1
Betafaktor
1
Börsenkurs
1
Capital income
1
Correlation
1
Financial market
1
Finanzmarkt
1
High frequency data
1
High frequency financial data
1
High-frequency data
1
Induktive Statistik
1
Integrated volatility
1
Itô semimartingale
1
Kapitaleinkommen
1
Kernel estimate
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Multiple observations
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Liu, Zhi
Lee, Lung-fei
15
Tsionas, Efthymios G.
15
Gao, Jiti
13
Kumbhakar, Subal
12
Linton, Oliver
10
Su, Liangjun
10
Li, Jia
9
Schorfheide, Frank
9
Sentana, Enrique
9
Baltagi, Badi H.
8
Li, Kunpeng
8
Marcellino, Massimiliano
8
Parmeter, Christopher F.
8
Todorov, Viktor
8
Westerlund, Joakim
8
Francq, Christian
7
Jin, Fei
7
Kumar, Dilip
7
Li, Yong
7
Phillips, Peter C. B.
7
Tauchen, George Eugene
7
Zhou, Qiankun
7
Bai, Jushan
6
Fan, Jianqing
6
Kapetanios, George
6
Kim, Donggyu
6
Koopman, Siem Jan
6
Lechner, Michael
6
Li, Degui
6
Sun, Yiguo
6
Tran, Kien C.
6
Wang, Hansheng
6
Wang, Taining
6
Yao, Feng
6
Chan, Joshua
5
Dufour, Jean-Marie
5
Gouriéroux, Christian
5
Herbst, Edward P.
5
Hsiao, Cheng
5
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Econometric theory
1
Finance and stochastics
1
Journal of econometrics
1
Journal of financial econometrics
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
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1
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise
Liu, Qiang
;
Liu, Zhi
- In:
The econometrics journal
27
(
2024
)
2
,
pp. 278-298
Persistent link: https://www.econbiz.de/10015046377
Saved in:
2
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
Saved in:
3
Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
Saved in:
4
Estimating the integrated volatility using high-frequency data with zero durations
Liu, Zhi
;
Kong, Xin-Bing
;
Jing, Bingyi
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 18-32
Persistent link: https://www.econbiz.de/10011974707
Saved in:
5
Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
Saved in:
6
Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations
Liu, Zhi
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 427-469
Persistent link: https://www.econbiz.de/10011944390
Saved in:
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