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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~person:"Karabiyik, Hande"
~person:"Tauchen, George Eugene"
~subject:"Panel study"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
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Estimation theory
13
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13
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9
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9
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7
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7
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6
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6
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Karabiyik, Hande
Tauchen, George Eugene
Baltagi, Badi H.
15
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10
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10
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10
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9
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9
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9
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8
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8
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8
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8
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7
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6
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6
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6
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6
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6
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6
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5
Ando, Tomohiro
5
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5
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5
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5
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5
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5
Maheswaran, S.
5
Okui, Ryo
5
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5
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5
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5
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5
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4
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4
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4
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4
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4
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5
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1
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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
1
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1
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1
Estimating the speed of adjustment of leverage in the presence of interactive effects
Westerlund, Joakim
;
Karabiyik, Hande
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 942-960
Persistent link: https://www.econbiz.de/10013460044
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
Econometric analysis of panel data models with multifactor error structures
Karabiyik, Hande
;
Palm, Franz C.
;
Urbain, Jean-Pierre
- In:
Annual review of economics
11
(
2019
),
pp. 495-522
Persistent link: https://www.econbiz.de/10012623785
Saved in:
4
On the role of the rank condition in CCE estimation of factor-augmented panel regressions
Karabiyik, Hande
;
Reese, Simon
;
Westerlund, Joakim
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 60-64
Persistent link: https://www.econbiz.de/10011818341
Saved in:
5
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:
6
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:
7
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:
8
Estimating the volatility occupation time via regularized Laplace inversion
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1253-1288
Persistent link: https://www.econbiz.de/10011661745
Saved in:
9
On the estimation and testing of predictive panel regressions
Karabiyik, Hande
;
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of international financial markets, …
45
(
2016
),
pp. 115-125
Persistent link: https://www.econbiz.de/10011690459
Saved in:
10
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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