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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of consumer research : JCR ; an interdisciplinary bimonthly"
~isPartOf:"Journal of econometrics"
~language:"bul"
~language:"eng"
~language:"msa"
~language:"spa"
~person:"Laran, Juliano"
~person:"Tauchen, George Eugene"
~person:"Xiu, Dacheng"
~subject:"High-frequency data"
~subject:"Konsumentenverhalten"
~subject:"Schätzung"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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High-frequency data
Konsumentenverhalten
Schätzung
Volatility
Volatilität
26
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16
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16
Estimation
15
Theorie
14
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Amtsdruckschrift
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38
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Laran, Juliano
Tauchen, George Eugene
Xiu, Dacheng
Bollerslev, Tim
22
Todorov, Viktor
22
Andersen, Torben
15
Aït-Sahalia, Yacine
12
Linton, Oliver
12
Janiszewski, Chris A.
11
Meddahi, Nour
11
Li, Jia
10
Phillips, Peter C. B.
10
Ghysels, Eric
9
Gouriéroux, Christian
9
McAleer, Michael
9
Mykland, Per A.
9
Su, Liangjun
9
Gallant, A. Ronald
8
Krishna, Aradhna
8
Wyer, Robert S.
8
Bagchi, Rajesh
7
Blundell, Richard W.
7
Koop, Gary
7
Patton, Andrew J.
7
Rucker, Derek D.
7
Shephard, Neil G.
7
Shiv, Baba
7
Argo, Jennifer J.
6
Bearden, William O.
6
Berger, Jonah
6
Cavaliere, Giuseppe
6
Gao, Jiti
6
Kim, Donggyu
6
Li, Yingying
6
Lichtenstein, Donald R.
6
McGill, Ann L.
6
Meyers-Levy, Joan
6
Morales, Andrea C.
6
Park, Joon Y.
6
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6
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of consumer research : JCR ; an interdisciplinary bimonthly
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Computation and estimation in finance and economics
1
Econometric theory
1
Econometrics : open access journal
1
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1
Journal of marketing
1
Journal of marketing research : JMR
1
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1
Macroeconomic dynamics
1
Nonparametric dynamic modelling
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review of finance : journal of the European Finance Association
1
The quarterly journal of finance
1
The review of economic studies
1
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ECONIS (ZBW)
38
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1
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:
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
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
4
A Hausman test for the presence of market microstructure noise in high frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 176-205
Persistent link: https://www.econbiz.de/10012303614
Saved in:
5
Knowing factors or factor loadings, or neither? : evaluating estimators of large covariance matrices with noisy and asynchronous data
Dai, Chaoxing
;
Lu, Kun
;
Xiu, Dacheng
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 43-79
Persistent link: https://www.econbiz.de/10012139780
Saved in:
6
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
7
Resolution of policy uncertainty and sudden declines in volatility
Amengual, Dante
;
Xiu, Dacheng
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011974676
Saved in:
8
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:
9
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
10
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
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