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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Journal of econometrics"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~person:"Li, Jia"
~subject:"Nonparametric statistics"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Nonparametric statistics
Time series analysis
Estimation theory
7
Schätztheorie
7
Volatility
6
Volatilität
6
Zeitreihenanalyse
6
Börsenkurs
5
Estimation
5
Schätzung
5
Share price
5
High-frequency data
4
Nichtparametrisches Verfahren
3
Specification test
3
Stochastic process
3
Stochastic volatility
3
Stochastischer Prozess
3
Adaptive estimation
2
Beta
2
Beta risk
2
Betafaktor
2
Capital income
2
Kapitaleinkommen
2
Martingal
2
Martingale
2
Semimartingale
2
Semiparametric efficiency
2
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
CAPM
1
Efficiency
1
Effizienz
1
High frequency data
1
Induktive Statistik
1
Informed trading
1
Jump
1
Jumps
1
Market microstructure
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Marktmikrostruktur
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Li, Jia
Linton, Oliver
16
Phillips, Peter C. B.
16
Taylor, Robert
12
Cai, Zongwu
11
Chen, Xiaohong
11
Li, Qi
11
Robinson, Peter M.
10
Florens, Jean-Pierre
9
Su, Liangjun
9
Chen, Songnian
8
Leybourne, Stephen James
8
White, Halbert
8
Li, Degui
7
Simar, Léopold
7
Todorov, Viktor
7
Elliott, Graham
6
Gao, Jiti
6
Lewbel, Arthur
6
Stock, James H.
6
Sun, Yiguo
6
Tu, Yundong
6
Xiao, Zhijie
6
Andersen, Torben
5
Breunig, Christoph
5
Davis, Richard A.
5
Escanciano, Juan Carlos
5
Fan, Yanqin
5
Francq, Christian
5
Harvey, David I.
5
Horowitz, Joel
5
Kim, Donggyu
5
Koopman, Siem Jan
5
Kristensen, Dennis
5
Lee, Ji Hyung
5
Li, Yingying
5
Lu, Xun
5
Nelson, Daniel B.
5
Park, Joon Y.
5
Sasaki, Yuya
5
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Journal of econometrics
Technical working paper / National Bureau of Economic Research
Cowles Foundation discussion paper
1
ERID working paper
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Working paper
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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
Uniform nonparametric inference for time series
Li, Jia
;
Liao, Zhipeng
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 38-51
Persistent link: https://www.econbiz.de/10012483186
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
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:
6
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
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