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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of financial econometrics"
~person:"Liu, Zhi"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Zeitreihenanalyse
Estimation theory
2
Schätztheorie
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Volatilität
2
ARCH model
1
ARCH-Modell
1
Beta risk
1
Betafaktor
1
Börsenkurs
1
Correlation
1
Estimation
1
Induktive Statistik
1
Korrelation
1
Martingal
1
Martingale
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Schätzung
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Share price
1
Spot market
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Spotmarkt
1
Statistical inference
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central limit theorem
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high-frequency data
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infinite variation jump
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semimartingale
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spot correlation
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spot covariance
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Croux, Christophe
Liu, Zhi
Phillips, Peter C. B.
7
Chan, Ngai Hang
4
Johansen, Søren
4
Leybourne, Stephen James
4
Peng, Liang
4
Cavaliere, Giuseppe
3
Chambers, Marcus J.
3
Gao, Jiti
3
Ghysels, Eric
3
Grégoir, Stéphane
3
Linton, Oliver
3
Nielsen, Morten Ørregaard
3
Politis, Dimitris N.
3
Saikkonen, Pentti
3
Seo, Won-Ki
3
Taylor, Robert
3
Zhang, Rongmao
3
Breitung, Jörg
2
Chen, Xiaohong
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Francq, Christian
2
Georgiev, Iliyan
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Harris, David
2
Hidalgo, Javier
2
Hong, Yongmiao
2
Inoue, Atsushi
2
Jong, Robert M. de
2
Kanaya, Shin
2
Kuersteiner, Guido M.
2
Li, Deyuan
2
Li, Jia
2
Lieberman, Offer
2
Lucas, André
2
Lütkepohl, Helmut
2
McCabe, Brendan Peter Martin
2
McElroy, Tucker
2
Park, Joon Y.
2
Perron, Pierre
2
Poskitt, Donald Stephen
2
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Econometric theory
Journal of financial econometrics
Finance and stochastics
1
International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometric methods
1
Journal of econometrics
1
Journal of forecasting
1
Journal of the American Statistical Association : JASA
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
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Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
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2
Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
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