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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Ghysels, Eric"
~person:"Shi, Xiaoxia"
~subject:"Regressionsanalyse"
~subject:"Statistischer Test"
~type_genre:"Conference paper"
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Volatility
Regressionsanalyse
Statistischer Test
Estimation theory
6
Schätztheorie
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2
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2
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2
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2
Volatilität
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Ghysels, Eric
Shi, Xiaoxia
Phillips, Peter C. B.
10
Linton, Oliver
7
Su, Liangjun
5
Wang, Qiying
5
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4
Xia, Yingcun
4
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3
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3
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3
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3
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2
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2
Chan, Ngai Hang
2
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2
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2
Hansen, Bruce E.
2
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2
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2
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2
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Magdalinos, Tassos
2
Newey, Whitney K.
2
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2
Park, Joon Y.
2
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2
Pinkse, Joris
2
Racine, Jeffrey
2
Roknossadati, S. M.
2
Sperlich, Stefan
2
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Econometric theory
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
7
Quantitative economics : QE ; journal of the Econometric Society
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The review of economic studies : RES
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ECONIS (ZBW)
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Testing generalized regression monotonicity
Hsu, Yu-Chin
;
Liu, Chu-An
;
Shi, Xiaoxia
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1146-1200
Persistent link: https://www.econbiz.de/10012149282
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2
Econometric analysis of volatility component models
Wang, Fangfang
;
Ghysels, Eric
- In:
Econometric theory
31
(
2015
)
2
,
pp. 362-393
Persistent link: https://www.econbiz.de/10010532059
Saved in:
3
Nonlinear cointegrating regression under weak identification
Shi, Xiaoxia
;
Phillips, Peter C. B.
- In:
Econometric theory
28
(
2012
)
3
,
pp. 509-547
Persistent link: https://www.econbiz.de/10009545835
Saved in:
4
The impact of sampling frequency and volatility estimators on change-point tests
Andreou, Alena
;
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 290-318
Persistent link: https://www.econbiz.de/10002214288
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