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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"Journal of common market studies : JCMS"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of the American Statistical Association : JASA"
~language:"eng"
~person:"Bollerslev, Tim"
~person:"Chen, Songnian"
~person:"Park, Joon Y."
~person:"Sun, Yixiao"
~person:"Tauchen, George Eugene"
~person:"White, Halbert"
~source:"econis"
~subject:"EU-Staaten"
~subject:"Estimation theory"
~subject:"Experiment"
~subject:"Regressionsanalyse"
~subject:"Risiko"
~subject:"Schätztheorie"
~subject:"Volatilität"
~type_genre:"Article in journal"
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EU-Staaten
Estimation theory
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44
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44
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39
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Bollerslev, Tim
Chen, Songnian
Park, Joon Y.
Sun, Yixiao
Tauchen, George Eugene
White, Halbert
Phillips, Peter C. B.
42
Linton, Oliver
31
Li, Qi
28
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27
Su, Liangjun
25
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22
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22
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19
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19
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18
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17
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17
Pesaran, M. Hashem
16
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16
Fan, Yanqin
15
Hahn, Jinyong
15
Krämer, Walter
15
McAleer, Michael
15
Ullah, Aman
15
Carroll, Raymond J.
14
Chen, Xiaohong
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Chib, Siddhartha
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Gouriéroux, Christian
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13
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13
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13
Yu, Jun
13
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12
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Applied economics letters
Economics letters
Journal of common market studies : JCMS
Journal of econometrics
Journal of the American Statistical Association : JASA
Econometric theory
30
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
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7
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6
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5
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The review of economics and statistics
5
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2
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1
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1
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1
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1
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1
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1
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1
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Quantile regression with censoring and sample selection
Chen, Songnian
;
Wang, Qian
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 205-226
Persistent link: https://www.econbiz.de/10014364740
Saved in:
3
Two-step estimation of censored quantile regression for duration models with time-varying regressors
Chen, Songnian
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1310-1336
Persistent link: https://www.econbiz.de/10014471378
Saved in:
4
Equity clusters through the lens of realized semicorrelations
Bollerslev, Tim
;
Patton, Andrew J.
;
Zhang, Haozhe
- In:
Economics letters
211
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013172536
Saved in:
5
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
6
New directions in nonlinear structural estimation : Bayes and Frequentist: editorial
Tauchen, George Eugene
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10013441706
Saved in:
7
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:
8
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:
9
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
10
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
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