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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"Li, Jia"
~subject:"Nichtparametrisches Verfahren"
~subject:"Statistical test"
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Stochastischer Prozess
Volatility
Nichtparametrisches Verfahren
Statistical test
Estimation theory
7
Schätztheorie
7
Time series analysis
6
Volatilität
6
Zeitreihenanalyse
6
Börsenkurs
5
Estimation
5
Schätzung
5
Share price
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High-frequency data
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Nonparametric statistics
3
Specification test
3
Stochastic process
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Stochastic volatility
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Adaptive estimation
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Beta
2
Beta risk
2
Betafaktor
2
Capital income
2
Kapitaleinkommen
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Martingal
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Martingale
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Semiparametric efficiency
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Bootstrap
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Bootstrap approach
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Bootstrap-Verfahren
1
CAPM
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Effizienz
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High frequency data
1
Induktive Statistik
1
Informed trading
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Jump
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Jumps
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Li, Jia
Linton, Oliver
16
Cai, Zongwu
10
Chen, Xiaohong
10
Robinson, Peter M.
10
Todorov, Viktor
10
Florens, Jean-Pierre
9
Li, Qi
9
Su, Liangjun
9
Chen, Songnian
8
Phillips, Peter C. B.
8
Gao, Jiti
7
Park, Joon Y.
7
Simar, Léopold
7
Tauchen, George Eugene
7
White, Halbert
7
Andersen, Torben
6
Fan, Yanqin
6
Francq, Christian
6
Hsiao, Cheng
6
Lewbel, Arthur
6
Li, Degui
6
Sun, Yiguo
6
Sun, Yixiao
6
Zakoïan, Jean-Michel
6
Zhu, Ke
6
Andrews, Donald W. K.
5
Aït-Sahalia, Yacine
5
Breunig, Christoph
5
Horowitz, Joel
5
Kim, Donggyu
5
Kristensen, Dennis
5
Lavergne, Pascal
5
Li, Yingying
5
Sasaki, Yuya
5
Varneskov, Rasmus Tangsgaard
5
Xu, Ke-Li
5
Das, Mitali
4
Dong, Chaohua
4
Escanciano, Juan Carlos
4
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Journal of econometrics
Chicago Booth Research Paper
2
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
2
Cowles Foundation discussion paper
1
ERID working paper
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
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:
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
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:
6
Testing for jumps in noisy high frequency data
Aït-Sahalia, Yacine
;
Jacod, Jean
;
Li, Jia
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 207-222
Persistent link: https://www.econbiz.de/10009612749
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