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type_genre:"Article in journal"
type_genre:"Survey"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~person:"Caporale, Guglielmo Maria"
~person:"Ghosh, Taniya"
~person:"Gupta, Rangan"
~person:"Li, Jia"
~subject:"Geldpolitik"
~subject:"Risiko"
~subject:"VAR-Modell"
~subject:"Volatilität"
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Geldpolitik
Risiko
VAR-Modell
Volatilität
Börsenkurs
5
Estimation
5
Estimation theory
5
Schätztheorie
5
Schätzung
5
Share price
5
Time series analysis
5
Volatility
5
Zeitreihenanalyse
5
High-frequency data
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Stochastic process
3
Stochastic volatility
3
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3
Adaptive estimation
2
Beta
2
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2
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Capital income
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Martingal
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High frequency data
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Induktive Statistik
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Marktmikrostruktur
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Article in journal
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Caporale, Guglielmo Maria
Ghosh, Taniya
Gupta, Rangan
Li, Jia
Todorov, Viktor
8
Bollerslev, Tim
5
Kim, Donggyu
5
Tauchen, George Eugene
5
Aït-Sahalia, Yacine
4
Andersen, Torben
3
Francq, Christian
3
Patton, Andrew J.
3
Wang, Yazhen
3
Zakoïan, Jean-Michel
3
Asai, Manabu
2
Bandi, Federico M.
2
Botosaru, Irene
2
Christensen, Kim
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Gouriéroux, Christian
2
Hallin, Marc
2
Kong, Xin-Bing
2
Li, Yingying
2
McAleer, Michael
2
Meddahi, Nour
2
Paolella, Marc S.
2
Park, Joon Y.
2
Polak, Pawel
2
Quaedvlieg, Rogier
2
Taylor, Robert
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Thyrsgaard, Martin
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Wang, Bin
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Xiu, Dacheng
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Zhang, Congshan
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Amengual, Dante
1
Andreou, Elena
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Baldovin, Fulvio
1
Barigozzi, Matteo
1
Barnett, William A.
1
Barone-Adesi, Giovanni
1
Bianchi, Francesco
1
Bibinger, Markus
1
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Journal of econometrics
Research in international business and finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Economics letters
5
Finance research letters
5
Applied economics letters
4
International review of economics & finance : IREF
4
Applied economics
3
Journal for studies in economics and econometrics : SEE
3
Open economies review
3
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
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Emerging markets review
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Energy economics
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of finance & economics : IJFE
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economics and finance
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Journal of international money and finance
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Journal of macroeconomics
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Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
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The European journal of finance
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Annals of financial economics
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Defence and peace economics
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Economic modelling
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economics and economic policy : IEEP
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
Journal of behavioral and experimental finance
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
Journal of international trade & economic development : an international and comparative review
1
Journal of risk
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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
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:
4
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:
5
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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