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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~person:"Li, Jia"
~subject:"Estimation"
~subject:"Statistical distribution"
~type_genre:"Aufsatz im Buch"
~type_genre:"Festschrift"
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Volatility
Estimation
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Estimation theory
11
Schätztheorie
11
Volatilität
10
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9
Time series analysis
9
Zeitreihenanalyse
9
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7
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5
Nichtparametrisches Verfahren
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Nonparametric statistics
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Li, Jia
Gao, Jiti
11
Kumbhakar, Subal
10
Todorov, Viktor
10
Kumar, Dilip
9
Parmeter, Christopher F.
9
Linton, Oliver
8
Tsionas, Efthymios G.
8
Su, Liangjun
7
Tauchen, George Eugene
7
Francq, Christian
6
Hoga, Yannick
6
Kim, Donggyu
6
Lee, Lung-fei
6
Li, Yingying
6
Liu, Zhi
6
Maheswaran, S.
6
Mykland, Per A.
6
Phillips, Peter C. B.
6
Wang, Taining
6
Westerlund, Joakim
6
Wu, Ximing
6
Yao, Feng
6
Andersen, Torben
5
Baltagi, Badi H.
5
Cai, Zongwu
5
Park, Joon Y.
5
Qin, Jing
5
Rodrigues, Paulo M. M.
5
Sun, Yiguo
5
Zhou, Qiankun
5
Bollerslev, Tim
4
Cui, Zhenyu
4
Demetrescu, Matei
4
Dufour, Jean-Marie
4
Egger, Peter
4
Escanciano, Juan Carlos
4
Gouriéroux, Christian
4
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4
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Journal of econometrics
5
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
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The review of economics and statistics
1
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ECONIS (ZBW)
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1
Reading the candlesticks : an OK estimator for volatility
Li, Jia
;
Wang, Dishen
;
Zhang, Qiushi
- In:
The review of economics and statistics
106
(
2024
)
4
,
pp. 1114-1128
Persistent link: https://www.econbiz.de/10015046594
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
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:
5
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:
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
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
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:
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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