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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Li, Jia"
~person:"Wang, Yazhen"
~subject:"Share price"
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Kapitaleinkommen
Share price
Börsenkurs
8
Estimation
8
Estimation theory
8
Schätztheorie
8
Schätzung
8
Time series analysis
8
Volatility
8
Volatilität
8
Zeitreihenanalyse
8
Stochastic process
5
Stochastischer Prozess
5
High-frequency data
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Stochastic volatility
3
ARCH model
2
ARCH-Modell
2
Adaptive estimation
2
Analysis
2
Beta
2
Beta risk
2
Betafaktor
2
Capital income
2
Induktive Statistik
2
Martingal
2
Martingale
2
Mathematical analysis
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Semimartingale
2
Semiparametric efficiency
2
Specification test
2
Statistical inference
2
Stochastic differential equation
2
Adaptive thresholding
1
Bootstrap
1
Bootstrap approach
1
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1
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Li, Jia
Wang, Yazhen
Todorov, Viktor
10
Gupta, Rangan
9
Bollerslev, Tim
6
Tauchen, George Eugene
5
Dai, Zhifeng
4
Hau, Liya
4
Kim, Donggyu
4
Xiu, Dacheng
4
Zhu, Huiming
4
Andersen, Torben
3
Caporin, Massimiliano
3
Chen, Mei-Ping
3
Kang, Sang Hoon
3
Mensi, Walid
3
Paolella, Marc S.
3
Xuan Vinh Vo
3
Yang, Chunpeng
3
Zhou, Liyun
3
Andreou, Elena
2
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Balcilar, Mehmet
2
Chen, Wen-Yi
2
Cho, Hoon
2
Fan, Jianqing
2
Francq, Christian
2
Ji, Qiang
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Kong, Xin-Bing
2
Li, Jinfang
2
Li, Yingying
2
Liu, Fang
2
McAleer, Michael
2
Meddahi, Nour
2
Mo, Guoli
2
Nonejad, Nima
2
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
KAIST College of Business Working Paper Series No
1
Quantitative economics : QE ; journal of the Econometric Society
1
The review of economic studies
1
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ECONIS (ZBW)
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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
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
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
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