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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:"Share price"
~subject:"Stochastischer Prozess"
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Kapitaleinkommen
Share price
Stochastischer Prozess
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
Mathematical analysis
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Stochastic differential equation
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Adaptive thresholding
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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Induktive Statistik
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Itô process
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Quasi-maximum likelihood estimation
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Quasi-maximum likelihood estimator
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Wang, Yazhen
Todorov, Viktor
14
Gupta, Rangan
9
Bollerslev, Tim
7
Tauchen, George Eugene
7
Li, Jia
5
Andersen, Torben
4
Dai, Zhifeng
4
Hau, Liya
4
Kim, Donggyu
4
Xiu, Dacheng
4
Zhu, Huiming
4
Asai, Manabu
3
Aït-Sahalia, Yacine
3
Caporin, Massimiliano
3
Chen, Mei-Ping
3
Francq, Christian
3
Kang, Sang Hoon
3
McAleer, Michael
3
Mensi, Walid
3
Paolella, Marc S.
3
Xuan Vinh Vo
3
Yang, Chunpeng
3
Zakoïan, Jean-Michel
3
Zhou, Liyun
3
Andreou, Elena
2
Balcilar, Mehmet
2
Bandi, Federico M.
2
Chen, Wen-Yi
2
Cho, Hoon
2
Christensen, Kim
2
Creal, Drew
2
Fan, Jianqing
2
Grynkiv, Iaryna
2
Hounyo, Ulrich
2
Ji, Qiang
2
Jung, Hojin
2
Kim, Dong H.
2
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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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