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subject:"Volatility"
subject:"Yield curve"
~accessRights:"restricted"
~person:"Li, Jia"
~subject:"Börsenkurs"
~subject:"Panel study"
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Estimation
14
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13
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10
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10
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Li, Jia
Gupta, Rangan
85
Ma, Feng
29
Zaremba, Adam
29
Balcilar, Mehmet
28
Tiwari, Aviral Kumar
28
Wohar, Mark E.
26
Bahmani-Oskooee, Mohsen
24
Bouri, Elie
24
Apergēs, Nikolaos
22
Narayan, Paresh Kumar
22
Pierdzioch, Christian
22
Gil-Alaña, Luis A.
20
Jawadi, Fredj
20
Lee, Chien-chiang
20
Xuan Vinh Vo
20
Salisu, Afees A.
18
McMillan, David G.
17
Mensi, Walid
16
Sehgal, Sanjay
16
Todorov, Viktor
16
Wang, Yudong
16
Yoon, Seong-min
16
Hammoudeh, Shawkat
15
Jalles, João Tovar
15
Kang, Sang Hoon
15
Zhang, Yaojie
15
Caporale, Guglielmo Maria
14
Umar, Zaghum
14
Wei, Yu
14
Westerlund, Joakim
14
Zhu, Huiming
14
Afonso, António
13
Bollerslev, Tim
13
Demirer, Rıza
13
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12
Chevallier, Julien
12
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12
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12
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Journal of econometrics
5
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2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Finance research letters
1
The review of economic studies
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ECONIS (ZBW)
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1
Financial shocks, investor sentiment, and heterogeneous firms' output volatility : evidence from credit asset securitization markets
Li, Jia
;
Yang, Jianfei
- In:
Finance research letters
60
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014490265
Saved in:
2
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:
3
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:
4
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
5
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:
6
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
7
Volume, volatility, and public news announcements
Bollerslev, Tim
;
Li, Jia
;
Xue, Yuan
- In:
The review of economic studies
85
(
2018
)
4/305
,
pp. 2005-2041
Persistent link: https://www.econbiz.de/10012263342
Saved in:
8
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:
9
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:
10
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
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