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subject:"Volatility"
type_genre:"Article in journal"
~person:"Ghysels, Eric"
~person:"Robinson, Peter M."
~person:"Su, Liangjun"
~subject:"Capital income"
~type_genre:"Nachschlagewerk"
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Search: subject_exact:"Estimation theory"
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Volatility
Capital income
Estimation theory
103
Schätztheorie
103
Nichtparametrisches Verfahren
30
Nonparametric statistics
30
Theorie
29
Theory
29
Panel
25
Panel study
25
Regression analysis
24
Regressionsanalyse
24
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23
Zeitreihenanalyse
23
Estimation
17
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16
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14
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14
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8
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8
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7
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7
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6
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6
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6
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Method of moments
6
Momentenmethode
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5
Maximum likelihood estimation
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5
Volatilität
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Bootstrap approach
4
Bootstrap-Verfahren
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Ghysels, Eric
Robinson, Peter M.
Su, Liangjun
Kumar, Dilip
16
Maheswaran, S.
16
Todorov, Viktor
12
Li, Jia
11
Tauchen, George Eugene
11
Andersen, Torben
8
Francq, Christian
8
Li, Yingying
8
Teräsvirta, Timo
8
Kim, Donggyu
7
Liu, Zhi
7
Mykland, Per A.
7
Demetrescu, Matei
6
Koopman, Siem Jan
6
Taylor, Robert
6
Wang, Yazhen
6
Zakoïan, Jean-Michel
6
Bollerslev, Tim
5
Fan, Jianqing
5
Hafner, Christian M.
5
Jing, Bingyi
5
Linton, Oliver
5
Rodrigues, Paulo M. M.
5
Taylor, Stephen
5
Arnerić, Josip
4
Aït-Sahalia, Yacine
4
Clements, Adam
4
Elliott, Robert J.
4
Fičura, Milan
4
Hwang, Eunju
4
Li, Wai Keung
4
Luger, Richard
4
Mancino, Maria Elvira
4
McAleer, Michael
4
Nolte, Ingmar
4
Park, Joon Y.
4
Rodriguez, Gabriel
4
Shephard, Neil G.
4
Shin, Dong-wan
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
7
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1
Testing alphas in conditional time-varying factor models with high-dimensional assets
Ma, Shujie
;
Lan, Wei
;
Su, Liangjun
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 214-227
Persistent link: https://www.econbiz.de/10012179549
Saved in:
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
Nonparametric testing for anomaly effects in empirical asset pricing models
Jin, Sainan
;
Su, Liangjun
;
Zhang, Yonghui
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 9-36
Persistent link: https://www.econbiz.de/10011285985
Saved in:
4
Moment-implied densities : properties and applications
Ghysels, Eric
;
Wang, Fangfang
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 88-111
Persistent link: https://www.econbiz.de/10010380476
Saved in:
5
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
6
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
Saved in:
7
Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
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