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isPartOf:"Journal of econometrics"
~isPartOf:"IMF working papers"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Wang, Yazhen"
~subject:"Schätzung"
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Schätzung
Börsenkurs
3
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Estimation theory
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Time series analysis
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Volatilität
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Zeitreihenanalyse
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Wang, Yazhen
Todorov, Viktor
13
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8
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7
Kim, Donggyu
5
Li, Jia
5
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4
Aït-Sahalia, Yacine
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Grynkiv, Iaryna
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Paolella, Marc S.
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Polak, Pawel
2
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Journal of econometrics
IMF working papers
International journal of finance & economics : IJFE
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
KAIST College of Business Working Paper Series No
2
Econometric theory
1
Econometrics : open access journal
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
2
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
Saved in:
3
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
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