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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~person:"Li, Jia"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"Korrelation"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Non-commercial literature"
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Regressionsanalyse
Ökonometrie
Estimation
Forecasting model
Korrelation
Estimation theory
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Schätztheorie
8
Time series analysis
7
Volatility
7
Volatilität
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Zeitreihenanalyse
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6
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High-frequency data
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Nichtparametrisches Verfahren
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Li, Jia
Linton, Oliver
14
Su, Liangjun
14
Cai, Zongwu
12
Li, Qi
12
Phillips, Peter C. B.
11
Li, Degui
10
Chen, Songnian
9
Gao, Jiti
9
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8
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8
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8
Tauchen, George Eugene
8
Todorov, Viktor
8
Sun, Yiguo
7
Taylor, Robert
7
Tu, Yundong
7
Wang, Hansheng
7
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6
Florens, Jean-Pierre
6
Hansen, Christian Bailey
6
Kim, Donggyu
6
Kumbhakar, Subal
6
Lee, Ji Hyung
6
Tsai, Chih-Ling
6
Bauwens, Luc
5
Bollerslev, Tim
5
Breunig, Christoph
5
Demetrescu, Matei
5
Francq, Christian
5
Hsiao, Cheng
5
Hsu, Yu-Chin
5
Li, Kunpeng
5
Ng, Serena
5
Park, Joon Y.
5
Racine, Jeffrey
5
Sasaki, Yuya
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European journal of operational research : EJOR
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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
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:
5
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:
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
Saved in:
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