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subject:"Germany"
~isPartOf:"Econometric theory"
~subject:"Sampling"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Government document"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Germany
Sampling
Volatility
Estimation theory
727
Schätztheorie
727
Theorie
285
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285
Time series analysis
159
Zeitreihenanalyse
159
Nichtparametrisches Verfahren
105
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Li, Jia
2
Abadir, Karim Maher
1
Cavaliere, Giuseppe
1
Chen, Xiaohong
1
Feng, Yuanhua
1
Figueroa-López, José E.
1
Francq, Christian
1
Gao, Jiti
1
Ghysels, Eric
1
Harvey, David I.
1
Jing, Bingyi
1
Kanaya, Shin
1
Kim, Jihyun
1
Kong, Xinbing
1
Koo, Bonsoo
1
Kristensen, Dennis
1
Le Quyen Thieu
1
Levine, Michael
1
Leybourne, Stephen James
1
Li, Degui
1
Li, Jinguang
1
Linton, Oliver
1
Liu, Yunxiao
1
Liu, Zhi
1
Magnus, Jan R.
1
Park, Joon Y.
1
Phillips, Peter C. B.
1
Renault, Eric
1
Renò, Roberto
1
Sarisoy, Cisil
1
Schafgans, Marcia M. A.
1
Tao, Minjing
1
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Taylor, Robert
1
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Tschernig, Rolf
1
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1
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1
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1
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Econometric theory
Journal of econometrics
161
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Economics letters
54
Discussion paper / Tinbergen Institute
42
Econometric reviews
34
Statistics in transition : an international journal of the Polish Statistical Association
32
Journal of the American Statistical Association : JASA
26
Journal of empirical finance
23
Economic modelling
22
Discussion paper series / IZA
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Econometrics : open access journal
19
Journal of financial econometrics
19
The econometrics journal
19
International journal of forecasting
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
CREATES research paper
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Working paper / National Bureau of Economic Research, Inc.
14
Discussion paper
13
Discussion paper / Central Bureau voor de Statistiek
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Applied economics
12
Discussion papers of interdisciplinary research project 373
12
Finance research letters
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Journal of applied econometrics
12
SFB 649 discussion paper
12
Applied economics letters
11
European journal of operational research : EJOR
11
Journal of risk and financial management : JRFM
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
The North American journal of economics and finance : a journal of financial economics studies
11
Working paper
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
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ECONIS (ZBW)
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1
Kernel estimation of spot volatility with microstructure noise using pre-averaging
Figueroa-López, José E.
;
Wu, Bei
- In:
Econometric theory
40
(
2024
)
3
,
pp. 558-607
Persistent link: https://www.econbiz.de/10015055107
Saved in:
2
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
3
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
4
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
5
Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
Saved in:
6
Efficient estimation of integrated volatility and related processes
Renault, Eric
;
Sarisoy, Cisil
;
Werker, Bas J. M.
- In:
Econometric theory
33
(
2017
)
2
,
pp. 439-478
Persistent link: https://www.econbiz.de/10011665439
Saved in:
7
Estimating the volatility occupation time via regularized Laplace inversion
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1253-1288
Persistent link: https://www.econbiz.de/10011661745
Saved in:
8
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
- In:
Econometric theory
32
(
2016
)
4
,
pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
Saved in:
9
Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Econometric theory
32
(
2016
)
3
,
pp. 655-685
Persistent link: https://www.econbiz.de/10011606819
Saved in:
10
Econometric analysis of volatility component models
Wang, Fangfang
;
Ghysels, Eric
- In:
Econometric theory
31
(
2015
)
2
,
pp. 362-393
Persistent link: https://www.econbiz.de/10010532059
Saved in:
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