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person:"Corsi, Fulvio"
subject:"Volatilität"
~accessRights:"restricted"
~language:"eng"
~person:"Li, Jia"
~person:"Nelson, Daniel B."
~subject:"Kapitaleinkommen"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Volatilität
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Estimation theory
14
Schätztheorie
14
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12
Estimation
10
Schätzung
10
Time series analysis
10
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10
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English
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Corsi, Fulvio
Li, Jia
Nelson, Daniel B.
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
Sucarrat, Genaro
4
Taylor, Robert
4
Varneskov, Rasmus Tangsgaard
4
Wang, Yazhen
4
Wu, Xinyu
4
Zakoïan, Jean-Michel
4
Zhang, Lan
4
Zheng, Xinghua
4
Ñíguez, Trino-Manuel
4
Bauwens, Luc
3
Buccheri, Giuseppe
3
Clements, Adam
3
Jing, Bingyi
3
Kayal, Parthajit
3
Kim, Jong-Min
3
Koopman, Siem Jan
3
Lee, Kyungsub
3
Li, Wai Keung
3
Liu, Guangying
3
Liu, Qiang
3
Luger, Richard
3
Otranto, Edoardo
3
Park, Joon Y.
3
Potiron, Yoann
3
Savva, Christos S.
3
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Journal of econometrics
5
Econometric theory
2
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
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:
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
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:
7
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:
8
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
9
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
10
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
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