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isPartOf:"Journal of econometrics"
~person:"Park, Joon Y."
~person:"Park, Yang-Ho"
~subject:"Heteroskedastizität"
~subject:"Optionspreistheorie"
~subject:"Predictive regression"
~subject:"Spot interest rate"
~type_genre:"Aufsatz in Zeitschrift"
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Heteroskedastizität
Optionspreistheorie
Predictive regression
Spot interest rate
Volatility
6
Volatilität
6
Estimation theory
3
Option pricing theory
3
Schätztheorie
3
Stochastic process
3
Stochastischer Prozess
3
Derivat
2
Derivative
2
Estimation
2
Regression analysis
2
Regressionsanalyse
2
Schätzung
2
Stochastic volatility
2
Asymmetric information
1
Asymmetrische Information
1
Asymptotics
1
Börsenkurs
1
Capital income
1
Cauchy estimator
1
Diffusion
1
Diffusive and jump volatility
1
Drift
1
Economic uncertainty
1
Forecasting model
1
Heteroscedasticity
1
High frequency observation
1
Illiquidity
1
Implied variance
1
Information criterion
1
Interest rate
1
Jump diffusion
1
Jump-diffusion
1
Kapitaleinkommen
1
Likelihood ratio
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Aufsatz in Zeitschrift
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English
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Park, Joon Y.
Park, Yang-Ho
Todorov, Viktor
5
Xiu, Dacheng
4
Tauchen, George Eugene
3
Aït-Sahalia, Yacine
2
Bollerslev, Tim
2
Bondarenko, Oleg
2
Gallant, A. Ronald
2
Wang, Bin
2
Zheng, Xu
2
Amengual, Dante
1
Andersen, Torben
1
Augustyniak, Maciej
1
Badescu, Alexandru
1
Bakshi, Gurdip S.
1
Baldovin, Fulvio
1
Bandi, Federico M.
1
Barone-Adesi, Giovanni
1
Bates, David S.
1
Botosaru, Irene
1
Broadie, Mark
1
Brüggemann, Ralf
1
Bégin, Jean-François
1
Calvet, Laurent E.
1
Cao, Charles Q.
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Chen, Qiang
1
Chen, Song Xi
1
Chen, Zhiwu
1
Cheng, Ai-ru Meg
1
Chernov, Mikhail
1
Choi, Hwan-sik
1
Choi, Yongok
1
Chung, Heetaik
1
Corradi, Valentina
1
Dalderop, Jeroen
1
Dette, Holger
1
Fearnley, Marcus
1
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Journal of econometrics
Econometric theory
1
Journal of banking & finance
1
Journal of financial markets
1
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ECONIS (ZBW)
6
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1
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
2
Variance disparity and market frictions
Park, Yang-Ho
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 326-348
Persistent link: https://www.econbiz.de/10012438393
Saved in:
3
A reexamination of stock return predictability
Choi, Yongok
;
Jacewitz, Stefan
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 168-189
Persistent link: https://www.econbiz.de/10011617132
Saved in:
4
The effects of asymmetric volatility and jumps on the pricing of VIX derivatives
Park, Yang-Ho
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 313-328
Persistent link: https://www.econbiz.de/10011617156
Saved in:
5
An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
Choi, Hwan-sik
;
Jeong, Minsoo
;
Park, Joon Y.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 539-557
Persistent link: https://www.econbiz.de/10010256867
Saved in:
6
Nonstationary nonlinear heteroskedasticity in regression
Chung, Heetaik
;
Park, Joon Y.
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 230-259
Persistent link: https://www.econbiz.de/10003425535
Saved in:
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