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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"Journal of econometrics"
~person:"Bibinger, Markus"
~person:"Li, Jia"
~person:"Mancino, Maria Elvira"
~person:"Nelson, Daniel B."
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Search: subject_exact:"Estimation theory"
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Volatilität
Estimation theory
10
Schätztheorie
10
Time series analysis
9
Zeitreihenanalyse
9
Volatility
7
Estimation
6
Schätzung
6
Börsenkurs
5
Share price
5
High-frequency data
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
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Specification test
3
Stochastic process
3
Stochastic volatility
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Stochastischer Prozess
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Adaptive estimation
2
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2
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Market microstructure
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Martingal
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Semiparametric efficiency
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Theorie
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Theory
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Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
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CAPM
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1
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Corsi, Fulvio
Bibinger, Markus
Li, Jia
Mancino, Maria Elvira
Nelson, Daniel B.
Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Kim, Donggyu
5
Li, Yingying
5
Francq, Christian
4
Mykland, Per A.
4
Zakoïan, Jean-Michel
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Meddahi, Nour
3
Park, Joon Y.
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Zhang, Lan
3
Clinet, Simon
2
Fan, Jianqing
2
Gallant, A. Ronald
2
Gouriéroux, Christian
2
Grynkiv, Iaryna
2
Jasiak, Joann
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
Li, Guodong
2
Li, Wai Keung
2
Patton, Andrew J.
2
Potiron, Yoann
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Wang, Bin
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Xiu, Dacheng
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Zhang, Congshan
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Zhang, Zhiyuan
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Zheng, Xinghua
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Zheng, Xu
2
Zhu, Ke
2
Zu, Yang
2
Ahn, Dong-Hyun
1
Ahsan, Nazmul
1
Amengual, Dante
1
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Journal of econometrics
SFB 649 discussion paper
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Chicago Booth Research Paper
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Econometric theory
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Working paper series economics and econometrics
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CFS working paper series
1
Cowles Foundation discussion paper
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Global COE Hi-Stat discussion paper series
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International journal of forecasting
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Journal of economic interaction and coordination
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Journal of financial econometrics
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Quaderni del Dipartimento di economia politica e statistica
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Research paper series / Swiss Finance Institute
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
7
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1
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
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2
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:
3
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:
4
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:
5
Inference theory for volatility functional dependencies
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10011704756
Saved in:
6
Econometrics of co-jumps in high-frequency data with noise
Bibinger, Markus
;
Winkelmann, Lars
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 361-378
Persistent link: https://www.econbiz.de/10011339314
Saved in:
7
Testing for jumps in noisy high frequency data
Aït-Sahalia, Yacine
;
Jacod, Jean
;
Li, Jia
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 207-222
Persistent link: https://www.econbiz.de/10009612749
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