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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:"Wang, Yazhen"
~subject:"Regularization"
~subject:"Share price"
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Kapitaleinkommen
Regularization
Share price
Börsenkurs
3
Estimation
3
Estimation theory
3
Schätztheorie
3
Schätzung
3
Time series analysis
3
Volatility
3
Volatilität
3
Zeitreihenanalyse
3
ARCH model
2
ARCH-Modell
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Analysis
2
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Maximum likelihood estimation
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1
Diffusion
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Financial market
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GARCH
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High-frequency financial data
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Wang, Yazhen
Todorov, Viktor
10
Gupta, Rangan
9
Bollerslev, Tim
6
Li, Jia
5
Tauchen, George Eugene
5
Dai, Zhifeng
4
Hau, Liya
4
Kim, Donggyu
4
Xiu, Dacheng
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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
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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
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Francq, Christian
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Ji, Qiang
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Jung, Hojin
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Kim, Dong H.
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Kim, Jong-Min
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Kong, Xin-Bing
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Li, Jinfang
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Li, Yingying
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Liu, Fang
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McAleer, Michael
2
Meddahi, Nour
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Econometrics : open access journal
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
KAIST College of Business Working Paper Series No
1
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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
Saved in:
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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