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subject:"Börsenkurs"
~person:"Li, Jia"
~subject:"United States"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
United States
Estimation theory
22
Schätztheorie
22
Volatility
18
Volatilität
18
Time series analysis
12
Zeitreihenanalyse
12
Estimation
10
Schätzung
10
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Share price
8
Capital income
6
Kapitaleinkommen
6
High-frequency data
5
Stochastic process
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Stochastischer Prozess
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Induktive Statistik
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Martingal
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Martingale
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Regressionsanalyse
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Statistical inference
4
Statistical test
4
Statistischer Test
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Market microstructure
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Marktmikrostruktur
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Stochastic volatility
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Adaptive estimation
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Beta
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Beta risk
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Betafaktor
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Bootstrap
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Bootstrap approach
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Bootstrap-Verfahren
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Li, Jia
Pesaran, M. Hashem
17
Kapetanios, George
12
Tauchen, George Eugene
12
Bailey, Natalia
11
Mairesse, Jacques
11
Diebold, Francis X.
10
Linton, Oliver
10
Audrino, Francesco
9
Hautsch, Nikolaus
9
Maheswaran, S.
9
Swanson, Norman R.
9
Todorov, Viktor
9
Zadrozny, Peter A.
9
Allen, David E.
8
Bekaert, Geert
8
Hall, Bronwyn H.
8
Nelson, Charles R.
8
Sentana, Enrique
8
Shephard, Neil G.
8
Stock, James H.
8
Angrist, Joshua D.
7
Caporale, Guglielmo Maria
7
Chen, Baoline
7
Corsi, Fulvio
7
Cox, Thomas Lee
7
Dufour, Jean-Marie
7
Faff, Robert W.
7
Gao, Jiti
7
Krämer, Walter
7
Malec, Peter
7
Runde, Ralf
7
Startz, Richard
7
Teräsvirta, Timo
7
Vella, Francis
7
Abadie, Alberto
6
Armah, Nii Ayi
6
Bauwens, Luc
6
Chavas, Jean-Paul
6
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6
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Journal of econometrics
5
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
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
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:
4
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:
5
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:
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
Robust estimation and inference for jumps in noisy high frequency data : a local-to-continuity theory for the pre-averaging method
Li, Jia
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1673-1693
Persistent link: https://www.econbiz.de/10009793469
Saved in:
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