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subject:"Wechselkurs"
type_genre:"Sammelwerk"
~person:"Li, Jia"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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Search: subject_exact:"Estimation"
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Wechselkurs
Schätztheorie
Estimation
15
Schätzung
15
Volatility
14
Volatilität
14
Time series analysis
11
Zeitreihenanalyse
11
Börsenkurs
9
Estimation theory
9
Share price
9
High-frequency data
8
Stochastic process
8
Stochastischer Prozess
8
Capital income
6
Kapitaleinkommen
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Martingal
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Jumps
4
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Regression analysis
3
Regressionsanalyse
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Semimartingale
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Theorie
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Theory
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Adaptive estimation
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Ankündigungseffekt
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Announcement effect
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Factor analysis
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Factor model
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Li, Jia
Bahmani-Oskooee, Mohsen
62
MacDonald, Ronald
19
Belke, Ansgar
15
Hsing, Yu
15
Kumbhakar, Subal
15
Tiwari, Aviral Kumar
15
Beckmann, Joscha
14
Caporale, Guglielmo Maria
13
Gupta, Rangan
13
Su, Liangjun
13
Tauchen, George Eugene
13
Arize, Augustine Chuck
12
Gao, Jiti
12
Wohar, Mark E.
12
Hegerty, Scott W.
11
Linton, Oliver
11
Chinn, Menzie David
10
Hsiao, Cheng
10
Kumar, Dilip
10
Moosa, Imad A.
10
Pierdzioch, Christian
10
Rashid, Abdul
10
Todorov, Viktor
10
Baillie, Richard
9
Baltagi, Badi H.
9
Cheung, Yin-Wong
9
Cho, Dooyeon
9
De Grauwe, Paul
9
Grossmann, Axel
9
Kapetanios, George
9
Malindretos, John
9
Phillips, Peter C. B.
9
Ramírez, Miguel D.
9
Sarno, Lucio
9
Shahbaz, Muhammad
9
Tsionas, Efthymios G.
9
Baharumshah, Ahmad Zubaidi
8
Bollerslev, Tim
8
Harvey, Hanafiah
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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
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ECONIS (ZBW)
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1
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:
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
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:
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
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
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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