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person:"Kapetanios, George"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working papers / Bank of England"
~person:"Wang, Yazhen"
~subject:"Schätzung"
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Search: subject_exact:"Time series analysis"
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Schätzung
Time series analysis
5
Zeitreihenanalyse
5
Estimation theory
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Schätztheorie
4
Börsenkurs
3
Estimation
3
Forecasting model
3
Prognoseverfahren
3
Share price
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Volatility
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ARCH model
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Asymptotic contraction mapping
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Factor analysis
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Factor models
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Kapetanios, George
Wang, Yazhen
Todorov, Viktor
6
Kim, Donggyu
5
Li, Jia
5
Bollerslev, Tim
4
Tauchen, George Eugene
4
Fan, Jianqing
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Taylor, Robert
3
Andersen, Torben
2
Baltagi, Badi H.
2
Barigozzi, Matteo
2
Christensen, Kim
2
Ergemen, Yunus Emre
2
Gouriéroux, Christian
2
Hallin, Marc
2
Hounyo, Ulrich
2
Kao, Chihwa
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
La Vecchia, Davide
2
Li, Yingying
2
Medeiros, Marcelo C.
2
Quaedvlieg, Rogier
2
Su, Liangjun
2
Thyrsgaard, Martin
2
Vogt, Michael
2
Wang, Fa
2
Xiu, Dacheng
2
Zhang, Congshan
2
Zhang, Zhengjun
2
Aruoba, S. Borağan
1
Asai, Manabu
1
Aït-Sahalia, Yacine
1
Bailey, Natalia
1
Barnett, William A.
1
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1
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1
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Journal of econometrics
Working papers / Bank of England
Discussion papers / CEPR
1
Economics letters
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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ECONIS (ZBW)
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Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
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2
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
Saved in:
3
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
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