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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"Journal of econometrics"
~person:"Kumar, Dilip"
~person:"Li, Jia"
~person:"Mancino, Maria Elvira"
~person:"Spokojnyj, Vladimir G."
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Search: subject_exact:"Estimation theory"
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Volatilität
Estimation theory
7
Schätztheorie
7
Time series analysis
6
Volatility
6
Zeitreihenanalyse
6
Börsenkurs
5
Estimation
5
Schätzung
5
Share price
5
High-frequency data
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Specification test
3
Stochastic process
3
Stochastic volatility
3
Stochastischer Prozess
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Adaptive estimation
2
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High frequency data
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Induktive Statistik
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Corsi, Fulvio
Kumar, Dilip
Li, Jia
Mancino, Maria Elvira
Spokojnyj, Vladimir G.
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
2
Xiu, Dacheng
2
Zhang, Congshan
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Zhang, Zhiyuan
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Zheng, Xinghua
2
Zheng, Xu
2
Zhu, Ke
2
Zu, Yang
2
Ahn, Dong-Hyun
1
Ahsan, Nazmul
1
Amengual, Dante
1
Andreou, Elena
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Journal of econometrics
Economic modelling
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Chicago Booth Research Paper
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Discussion papers of interdisciplinary research project 373
2
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
IIMB management review
2
International review of economics & finance : IREF
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The journal of prediction markets
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Theoretical economics letters
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Cowles Foundation discussion paper
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Decision
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Global COE Hi-Stat discussion paper series
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Handbook of financial time series
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International journal of forecasting
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International review of financial analysis
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Journal of economic interaction and coordination
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Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of quantitative economics
1
Macroeconomics and finance in emerging market economies
1
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
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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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ECONIS (ZBW)
6
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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
Saved in:
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
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:
4
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:
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
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
Saved in:
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