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subject:"Sampling"
subject:"Stichprobenerhebung"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~person:"Zheng, Xinghua"
~subject:"ARCH model"
~subject:"Zeitreihenanalyse"
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Sampling
Stichprobenerhebung
ARCH model
Zeitreihenanalyse
Estimation theory
6
Schätztheorie
6
Time series analysis
4
Analysis of variance
3
Market microstructure
3
Market microstructure noise
3
Marktmikrostruktur
3
Noise Trading
3
Noise trading
3
Varianzanalyse
3
Volatility
3
Volatilität
3
Capital income
2
High dimension
2
High frequency data
2
Integrated volatility
2
Kapitaleinkommen
2
Minimum variance portfolio
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Portfolio selection
2
Portfolio-Management
2
Autocorrelation
1
Autokorrelation
1
Börsenkurs
1
CLIME estimator
1
Central limit theorem
1
Correlation
1
Covariance matrix
1
Dependent noise
1
Efficiency
1
Elliptical model
1
Endogenous time
1
Estimation
1
Factor analysis
1
Factor model
1
Faktorenanalyse
1
High frequency
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High-dimension
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Zheng, Xinghua
Phillips, Peter C. B.
15
Francq, Christian
11
Tauchen, George Eugene
9
Taylor, Robert
9
Linton, Oliver
8
Todorov, Viktor
8
Zakoïan, Jean-Michel
8
Leybourne, Stephen James
7
Li, Jia
7
Zhu, Ke
7
Chen, Xiaohong
6
Li, Yingying
6
Robinson, Peter M.
6
Andersen, Torben
5
Davis, Richard A.
5
Kim, Donggyu
5
Li, Dong
5
Mykland, Per A.
5
Nelson, Daniel B.
5
Ng, Serena
5
Xiao, Zhijie
5
Aït-Sahalia, Yacine
4
Chambers, Marcus J.
4
Ghysels, Eric
4
Harvey, David I.
4
Hill, Jonathan B.
4
Johansen, Søren
4
Koopman, Siem Jan
4
Li, Qi
4
Magnus, Jan R.
4
Shephard, Neil G.
4
Sun, Yixiao
4
Zhang, Xinyu
4
Andrews, Donald W. K.
3
Baillie, Richard
3
Baltagi, Badi H.
3
Bollerslev, Tim
3
Chen, Rong
3
Chen, Songnian
3
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Economic modelling
Journal of econometrics
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ECONIS (ZBW)
4
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Testing high-dimensional covariance matrices under the elliptical distribution and beyond
Yang, Xinxin
;
Zheng, Xinghua
;
Chen, Jiaqi
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 409-423
Persistent link: https://www.econbiz.de/10012619243
Saved in:
2
Estimating the integrated volatility with tick observations
Jacob, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 80-100
Persistent link: https://www.econbiz.de/10012139788
Saved in:
3
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
4
Efficient estimation of integrated volatility incorporating trading information
Li, Yingying
;
Xie, Shangyu
;
Zheng, Xinghua
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 33-50
Persistent link: https://www.econbiz.de/10011705231
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