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language:"nor"
~isPartOf:"Journal of econometrics"
~isPartOf:"Labour economics : official journal of the European Association of Labour Economists"
~language:"bos"
~language:"eng"
~language:"hun"
~language:"pol"
~language:"rus"
~language:"zho"
~person:"Aït-Sahalia, Yacine"
~person:"Cerovecki, Clément"
~person:"Wang, Yazhen"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Estimation
9
Schätzung
9
Volatility
8
Volatilität
8
Estimation theory
5
Schätztheorie
5
Time series analysis
5
Zeitreihenanalyse
5
Stochastic process
4
Theorie
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Theory
4
ARCH model
3
ARCH-Modell
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Börsenkurs
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Adaptive thresholding
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Aït-Sahalia, Yacine
Cerovecki, Clément
Wang, Yazhen
Todorov, Viktor
9
Tauchen, George Eugene
6
Bollerslev, Tim
3
Li, Jia
3
Asai, Manabu
2
Creal, Drew
2
Grynkiv, Iaryna
2
Kim, Donggyu
2
McAleer, Michael
2
Park, Joon Y.
2
Wang, Bin
2
Zhou, Hao
2
Amengual, Dante
1
Andersen, Torben
1
Atkinson, Scott Estes
1
Bandi, Federico M.
1
Bondarenko, Oleg
1
Calvet, Laurent E.
1
Chaker, Selma
1
Chan, Joshua
1
Chan, Joshua C. C.
1
Chang, Jinyuan
1
Chavez-Demoulin, V.
1
Chen, Rui
1
Choi, Yongok
1
Christensen, Kim
1
Cui, Xiangyu
1
Das, Sanjiv R.
1
Das, Tirthatanmoy
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Dellaportas, Petros
1
Deschamps, Jean-Philippe
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Duong, Diep
1
Embrechts, Paul
1
Fearnley, Marcus
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Fernandes, Marcelo
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Fernández-Villaverde, Jesús
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Fisher, Adlai
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Journal of econometrics
Labour economics : official journal of the European Association of Labour Economists
Econometrics : open access journal
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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1
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
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
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
Saved in:
4
Market-based estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Amengual, Dante
;
Manresa, Elena
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 418-435
Persistent link: https://www.econbiz.de/10011499700
Saved in:
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