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isPartOf:"Journal of econometrics"
~person:"Park, Joon Y."
~subject:"Heteroskedastizität"
~subject:"Kapitaleinkommen"
~subject:"Optionspreistheorie"
~subject:"Spot interest rate"
~type_genre:"Aufsatz in Zeitschrift"
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Heteroskedastizität
Kapitaleinkommen
Optionspreistheorie
Spot interest rate
Volatility
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Volatilität
4
Estimation theory
3
Schätztheorie
3
Estimation
2
Regression analysis
2
Regressionsanalyse
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
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Asymptotics
1
Börsenkurs
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Capital income
1
Cauchy estimator
1
Diffusion
1
Diffusive and jump volatility
1
Drift
1
Forecasting model
1
Heteroscedasticity
1
High frequency observation
1
Information criterion
1
Interest rate
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Jump diffusion
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Likelihood ratio
1
Local time
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Lévy measure
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Model selection
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Nichtparametrisches Verfahren
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Nonparametric estimation
1
Nonparametric statistics
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Nonstationarity
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Optimal bandwidth
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Option pricing theory
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Predictive regression
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Aufsatz in Zeitschrift
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Park, Joon Y.
Todorov, Viktor
12
Bollerslev, Tim
9
Tauchen, George Eugene
7
Andersen, Torben
6
Xiu, Dacheng
6
Mykland, Per A.
5
Aït-Sahalia, Yacine
4
Meddahi, Nour
4
Renault, Eric
3
Shephard, Neil G.
3
Asai, Manabu
2
Bandi, Federico M.
2
Bekaert, Geert
2
Bondarenko, Oleg
2
Calvet, Laurent E.
2
Fisher, Adlai
2
Gallant, A. Ronald
2
Grynkiv, Iaryna
2
Li, Jia
2
Li, Yingying
2
McAleer, Michael
2
Paolella, Marc S.
2
Park, Yang-Ho
2
Patton, Andrew J.
2
Polak, Pawel
2
Sheppard, Kevin
2
Swanson, Norman R.
2
Wang, Bin
2
Zhang, Lan
2
Zheng, Xu
2
Ahsan, Nazmul
1
Amengual, Dante
1
Archakov, Ilya
1
Augustyniak, Maciej
1
Badescu, Alexandru
1
Bakshi, Gurdip S.
1
Baldovin, Fulvio
1
Bansal, Ravi
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Barone-Adesi, Giovanni
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Journal of econometrics
Quantitative economics : QE ; journal of the Econometric Society
2
Econometric theory
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ECONIS (ZBW)
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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
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:
3
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:
4
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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