//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Simulation"
~isPartOf:"Applied economics"
~isPartOf:"Economics letters"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of econometrics"
~person:"Li, Jia"
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Simulation
Zeitreihenanalyse
Estimation theory
7
Schätztheorie
7
Time series analysis
6
Volatility
6
Volatilität
6
Börsenkurs
5
Estimation
5
Schätzung
5
Share price
5
High-frequency data
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
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
1
Marktmikrostruktur
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Li, Jia
Phillips, Peter C. B.
12
Leybourne, Stephen James
10
Linton, Oliver
9
Taylor, Robert
9
Hassler, Uwe
7
Perron, Pierre
7
Francq, Christian
6
Harvey, David I.
6
Todorov, Viktor
6
Andersen, Torben
5
Baillie, Richard
5
Baltagi, Badi H.
5
Chambers, Marcus J.
5
Chen, Xiaohong
5
Davis, Richard A.
5
Gonzalo, Jesús
5
Kim, Donggyu
5
Li, Yingying
5
Ng, Serena
5
Pesaran, M. Hashem
5
Robinson, Peter M.
5
Tauchen, George Eugene
5
Xiao, Zhijie
5
Zakoïan, Jean-Michel
5
Zhu, Ke
5
Hall, Alastair R.
4
Koop, Gary
4
Koopman, Siem Jan
4
Kristensen, Dennis
4
Li, Qi
4
Lütkepohl, Helmut
4
Sun, Yixiao
4
Abeysinghe, Tilak
3
Blasques, Francisco
3
Bollerslev, Tim
3
Boswijk, Herman Peter
3
Chen, Rong
3
Dong, Chaohua
3
Elliott, Graham
3
more ...
less ...
Published in...
All
Applied economics
Economics letters
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
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
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->