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isPartOf:"Journal of econometrics"
~person:"Gouriéroux, Christian"
~person:"Li, Yingying"
~person:"Ng, Victor K."
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Volatility
10
Volatilität
10
Estimation theory
7
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Time series analysis
6
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6
Market microstructure
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Marktmikrostruktur
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Market microstructure noise
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Integrated volatility
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Nichtparametrisches Verfahren
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Gouriéroux, Christian
Li, Yingying
Ng, Victor K.
Bollerslev, Tim
8
Todorov, Viktor
8
Andersen, Torben
5
Mykland, Per A.
5
Meddahi, Nour
4
Tauchen, George Eugene
4
Aït-Sahalia, Yacine
3
Renault, Eric
3
Shephard, Neil G.
3
Xiu, Dacheng
3
Asai, Manabu
2
Bekaert, Geert
2
Li, Jia
2
McAleer, Michael
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Polak, Pawel
2
Sheppard, Kevin
2
Zhang, Lan
2
Ahsan, Nazmul
1
Archakov, Ilya
1
Bandi, Federico M.
1
Bansal, Ravi
1
Bauer, Gregory H.
1
Bibinger, Markus
1
Bouezmarni, Taoufik
1
Breidt, F. Jay
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Caginalp, Gunduz
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Calvet, Laurent E.
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Cebiroglu, Gökhan
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Chan, Kung-sik
1
Chan, Thomas W. C.
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Chang, Chia-Lin
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Chen, Richard Y.
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Chen, Rui
1
Choi, Yongok
1
Chu, Amanda M. Y.
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Connor, Gregory
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Journal of econometrics
NBER working paper series
3
Working paper / National Bureau of Economic Research, Inc.
3
Journal of financial economics
1
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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
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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