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subject:"Börsenkurs"
subject:"Financial analysis"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~person:"Hess, Dieter"
~person:"Hong, Harrison G."
~person:"Härdle, Wolfgang"
~person:"Kim, Donggyu"
~person:"Schröder, Michael"
~source:"econis"
~subject:"Aktienmarkt"
~subject:"Household"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"Systemic risk"
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Börsenkurs
Financial analysis
Aktienmarkt
Household
Prognoseverfahren
Schätzung
Systemic risk
Estimation
7
Estimation theory
5
Schätztheorie
5
Share price
5
Time series analysis
5
Volatility
5
Volatilität
5
Zeitreihenanalyse
5
Forecasting model
4
ARCH model
3
ARCH-Modell
3
Sparsity
3
Analysis
2
Factor model
2
Financial market
2
Finanzmarkt
2
GARCH
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Mathematical analysis
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
POET
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Quasi-maximum likelihood estimator
2
Stochastic differential equation
2
Stochastic process
2
Stochastischer Prozess
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Adaptive thresholding
1
Ansteckungseffekt
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Autocorrelation
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Autokorrelation
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Autoregression
1
Business network
1
Capital income
1
Capital market returns
1
Climate change
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1
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Hess, Dieter
Hong, Harrison G.
Härdle, Wolfgang
Kim, Donggyu
Schröder, Michael
Todorov, Viktor
9
Su, Liangjun
7
Linton, Oliver
6
Phillips, Peter C. B.
6
Tauchen, George Eugene
6
Bollerslev, Tim
5
Gao, Jiti
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Callaway, Brantly
4
Li, Kunpeng
4
Sasaki, Yuya
4
Wang, Wendun
4
Baltagi, Badi H.
3
Botosaru, Irene
3
Cai, Zongwu
3
Fan, Jianqing
3
Francq, Christian
3
Ghysels, Eric
3
Gouriéroux, Christian
3
Hoderlein, Stefan
3
Hong, Yongmiao
3
Park, Joon Y.
3
Patton, Andrew J.
3
Shin, Yongcheol
3
Taylor, Robert
3
Vogt, Michael
3
Wang, Fa
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Zhang, Xinyu
3
Ai, Chunrong
2
Asai, Manabu
2
Bandi, Federico M.
2
Barigozzi, Matteo
2
Bertanha, Marinho
2
Chen, Heng
2
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Working paper / National Bureau of Economic Research, Inc.
3
Applied quantitative finance
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of theoretical and applied finance
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of forecasting
1
Macroeconomic dynamics
1
Review of quantitative finance and accounting
1
The European journal of finance
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ECONIS (ZBW)
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1
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
Climate risks and market efficiency
Hong, Harrison G.
;
Li, Frank Weikai
;
Xu, Jiangmin
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 265-281
Persistent link: https://www.econbiz.de/10012144990
Saved in:
3
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
4
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
5
Network quantile autoregression
Zhu, Xuening
;
Wang, Weining
;
Wang, Hansheng
;
Härdle, …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
Saved in:
6
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:
7
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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