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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of international money and finance"
~person:"Li, Deyuan"
~person:"Zhang, Xinyu"
~subject:"Forecasting model"
~subject:"Schätztheorie"
~type:"article"
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Volatility
Forecasting model
Schätztheorie
Estimation theory
11
Regression analysis
5
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5
Estimation
3
Schätzung
3
Theorie
3
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3
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Bollerslev, Tim
Li, Deyuan
Zhang, Xinyu
Li, Qi
9
Su, Liangjun
7
Gao, Jiti
6
Lan, Wei
6
Wang, Hansheng
6
Ghysels, Eric
5
Hansen, Christian Bailey
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5
Racine, Jeffrey
5
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4
Caner, Mehmet
4
Cheung, Yin-Wong
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Gospodinov, Nikolaj
4
Hansen, Bruce E.
4
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4
Ichimura, Hidehiko
4
Li, Dong
4
Liesenfeld, Roman
4
Ling, Shiqing
4
Powell, James
4
Ruud, Paul Arthur
4
Tsai, Chih-Ling
4
Baillie, Richard
3
Bauwens, Luc
3
Cai, Zongwu
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Fan, Jianqing
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Franses, Philip Hans
3
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3
Hall, Alastair R.
3
Han, Xu
3
Hsu, Yu-Chin
3
Huber, Martin
3
Kong, Xinbing
3
Koop, Gary
3
Li, Degui
3
Lieli, Robert P.
3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of international money and finance
Journal of econometrics
11
Econometric reviews
6
Economics letters
6
Econometric theory
5
Annales d'économie et de statistique
1
Astin bulletin : the journal of the International Actuarial Association
1
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1
Essays in honor of Subal Kumbhakar
1
European journal of operational research : EJOR
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
International journal of forecasting
1
Journal of political economy
1
Journal of productivity analysis
1
Memo / Økonomisk Institut, Aarhus Universitet
1
Operations research
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The econometrics journal
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The journal of finance : the journal of the American Finance Association
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The review of economics and statistics
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ECONIS (ZBW)
11
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1
Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
Saved in:
2
On the least squares estimation of multiple-threshold-variable autoregressive models
Zhang, Xinyu
;
Li, Dong
;
Tong, Howell
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 215-228
Persistent link: https://www.econbiz.de/10014449891
Saved in:
3
Kernel averaging estimators
Zhu, Rong
;
Zhang, Xinyu
;
Wan, Alan T. K.
;
Zou, Guohua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 157-169
Persistent link: https://www.econbiz.de/10013540662
Saved in:
4
Prediction of extremal expectile based on regression models with heteroscedastic extremes
Xu, Wen
;
Hou, Yanxi
;
Li, Deyuan
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 522-536
Persistent link: https://www.econbiz.de/10013533450
Saved in:
5
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
6
Extreme quantile estimation for autoregressive models
Li, Deyuan
;
Wang, Huixia
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 661-670
Persistent link: https://www.econbiz.de/10012179004
Saved in:
7
Uniform test for predictive regression with AR errors
Li, Chenxue
;
Li, Deyuan
;
Peng, Liang
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 29-39
Persistent link: https://www.econbiz.de/10011704097
Saved in:
8
Focused information criteria, model selection, and model averaging in a tobit model with a nonzero threshold
Zhang, Xinyu
;
Wan, Alan T. K.
;
Zhou, Sherry Z.
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
1
,
pp. 132-142
Persistent link: https://www.econbiz.de/10009558945
Saved in:
9
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
10
Dan Nelson remembered
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 361-364
Persistent link: https://www.econbiz.de/10001190316
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