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person:"Corsi, Fulvio"
subject:"Volatilität"
~accessRights:"restricted"
~language:"eng"
~person:"Li, Jia"
~person:"Nelson, Daniel B."
~person:"Varneskov, Rasmus Tangsgaard"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Estimation theory"
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Volatilität
Kapitaleinkommen
Estimation theory
23
Schätztheorie
23
Volatility
15
Time series analysis
14
Zeitreihenanalyse
14
Estimation
10
Schätzung
10
Börsenkurs
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Nichtparametrisches Verfahren
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6
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Corsi, Fulvio
Li, Jia
Nelson, Daniel B.
Varneskov, Rasmus Tangsgaard
Todorov, Viktor
10
Kumar, Dilip
9
Li, Yingying
7
Maheswaran, S.
7
Andersen, Torben
6
Demetrescu, Matei
6
Francq, Christian
6
Kim, Donggyu
6
Liu, Zhi
6
Mykland, Per A.
6
Tauchen, George Eugene
6
Rodrigues, Paulo M. M.
5
Bollerslev, Tim
4
Mancino, Maria Elvira
4
Sentana, Enrique
4
Sucarrat, Genaro
4
Taylor, Robert
4
Wang, Yazhen
4
Wu, Xinyu
4
Zakoïan, Jean-Michel
4
Zhang, Lan
4
Zheng, Xinghua
4
Ñíguez, Trino-Manuel
4
Amengual, Dante
3
Bauwens, Luc
3
Buccheri, Giuseppe
3
Clements, Adam
3
Jing, Bingyi
3
Kayal, Parthajit
3
Kim, Jong-Min
3
Koopman, Siem Jan
3
Kömm, Holger
3
Lee, Kyungsub
3
Li, Wai Keung
3
Liu, Guangying
3
Liu, Qiang
3
Luger, Richard
3
Marcellino, Massimiliano
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Journal of econometrics
8
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International journal of forecasting
1
The review of economics and statistics
1
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ECONIS (ZBW)
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1
Reading the candlesticks : an OK estimator for volatility
Li, Jia
;
Wang, Dishen
;
Zhang, Qiushi
- In:
The review of economics and statistics
106
(
2024
)
4
,
pp. 1114-1128
Persistent link: https://www.econbiz.de/10015046594
Saved in:
2
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
3
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
4
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
5
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
6
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
7
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:
8
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
9
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
10
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
Saved in:
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