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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"Liu, Zhi"
~person:"Sun, Yixiao"
~subject:"Regression analysis"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Volatility
Regression analysis
Zeitreihenanalyse
Estimation theory
12
Schätztheorie
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6
Heteroskedastizität
6
Statistical test
6
Statistischer Test
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Croux, Christophe
Liu, Zhi
Sun, Yixiao
Phillips, Peter C. B.
16
Taylor, Robert
12
Linton, Oliver
11
Todorov, Viktor
10
Robinson, Peter M.
9
Chen, Songnian
8
Leybourne, Stephen James
8
Li, Qi
8
Andersen, Torben
7
Cai, Zongwu
7
Li, Jia
7
Su, Liangjun
7
Sun, Yiguo
7
Tauchen, George Eugene
7
Chen, Xiaohong
6
Francq, Christian
6
Lee, Ji Hyung
6
Li, Degui
6
Park, Joon Y.
6
Tu, Yundong
6
Xiao, Zhijie
6
Zhu, Ke
6
Aït-Sahalia, Yacine
5
Davis, Richard A.
5
Fan, Jianqing
5
Fan, Yanqin
5
Gao, Jiti
5
Ghysels, Eric
5
Harvey, David I.
5
Kim, Donggyu
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Koopman, Siem Jan
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Li, Yingying
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Mykland, Per A.
5
Zakoïan, Jean-Michel
5
Bollerslev, Tim
4
Breunig, Christoph
4
Chambers, Marcus J.
4
Demetrescu, Matei
4
Elliott, Graham
4
Florens, Jean-Pierre
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Journal of econometrics
KBI
18
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
5
Econometric theory
4
Recent work / Department of Economics, UC San Diego
3
Discussion paper / Department of Economics, University of California San Diego
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The econometrics journal
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1
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Essays in honor of Joon Y. Park : econometric theory
1
European journal of operational research : EJOR
1
Finance and stochastics
1
International journal of forecasting
1
Journal of econometric methods
1
Journal of financial econometrics
1
Journal of forecasting
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Journal of the American Statistical Association : JASA
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Recent work / Department of Economics, UCSD
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
The North American journal of economics and finance : a journal of financial economics studies
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Working paper series / Department of Economics, University of Missouri-Columbia
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ECONIS (ZBW)
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Estimating the integrated volatility using high-frequency data with zero durations
Liu, Zhi
;
Kong, Xin-Bing
;
Jing, Bingyi
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 18-32
Persistent link: https://www.econbiz.de/10011974707
Saved in:
3
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
Kim, Min Seong
;
Sun, Yixiao
;
Yang, Jingjing
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 298-322
Persistent link: https://www.econbiz.de/10011818361
Saved in:
4
Sieve inference on possibly misspecified semi-nonparametric time series models
Chen, Xiaohong
;
Liao, Zhipeng
;
Sun, Yixiao
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 639-658
Persistent link: https://www.econbiz.de/10010257367
Saved in:
5
Robust trend inference with series variance estimator and testing-optimal smoothing parameter
Sun, Yixiao
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 345-366
Persistent link: https://www.econbiz.de/10009301901
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