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subject:"Börsenkurs"
~person:"Feng, Yuanhua"
~person:"Francq, Christian"
~person:"Li, Jia"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Estimation theory
89
Schätztheorie
89
Time series analysis
34
Zeitreihenanalyse
34
ARCH model
33
ARCH-Modell
33
Theorie
32
Theory
32
Volatility
29
Volatilität
29
Estimation
25
Schätzung
25
Nichtparametrisches Verfahren
23
Nonparametric statistics
23
Share price
16
Regression analysis
14
Regressionsanalyse
14
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Risikomaß
9
Risk measure
9
Capital income
8
Kapitaleinkommen
8
Stochastic process
8
Stochastischer Prozess
8
Statistical test
7
Statistischer Test
7
Deutschland
6
Germany
6
Induktive Statistik
6
Statistical inference
6
ARMA model
5
ARMA-Modell
5
High-frequency data
5
Aktienindex
4
Autocorrelation
4
Autokorrelation
4
Bootstrap approach
4
Bootstrap-Verfahren
4
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9
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1
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Article
15
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14
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1
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1
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English
16
Author
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Feng, Yuanhua
Francq, Christian
Li, Jia
Kapetanios, George
12
Pesaran, M. Hashem
12
Linton, Oliver
10
Tauchen, George Eugene
10
Maheswaran, S.
9
Todorov, Viktor
9
Bailey, Natalia
8
Hautsch, Nikolaus
8
Allen, David E.
7
Faff, Robert W.
7
Malec, Peter
7
Runde, Ralf
7
Teräsvirta, Timo
7
Bauwens, Luc
6
Gao, Jiti
6
Kim, Donggyu
6
Krämer, Walter
6
Zakoïan, Jean-Michel
6
Bibinger, Markus
5
Engle, Robert F.
5
Kumar, Dilip
5
Luger, Richard
5
Sentana, Enrique
5
Shephard, Neil G.
5
Silvennoinen, Annastiina
5
Wang, Yazhen
5
Abberger, Klaus
4
Amilon, Henrik
4
Brailsford, Timothy J.
4
Brooks, Robert
4
Campbell, John Y.
4
Cheng, Tingting
4
Escanciano, Juan Carlos
4
Giot, Pierre
4
Gungor, Sermin
4
Kaiser, Thomas
4
Kim, Myung-jig
4
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Journal of econometrics
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
Econometric theory
1
Economic modelling
1
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
1
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ECONIS (ZBW)
16
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16
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1
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
2
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
3
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:
4
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:
5
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
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
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:
8
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
9
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:
10
Risk-parameter estimation in volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
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