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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Hautsch, Nikolaus"
~person:"Ma, Feng"
~person:"Todorov, Viktor"
~subject:"Petroleum"
~subject:"Time series analysis"
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Hautsch, Nikolaus
Ma, Feng
Todorov, Viktor
Li, Wai Keung
3
Chan, Joshua
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Creal, Drew
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Glickman, Mark E.
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Jing, Bingyi
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Energy economics
7
Journal of econometrics
7
SFB 649 discussion paper
5
Applied economics
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Economic Research Initiatives at Duke (ERID) Working Paper
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Journal of economic dynamics & control
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The North American journal of economics and finance : a journal of financial economics studies
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Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
2
Preaveraging-based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 165-183
Persistent link: https://www.econbiz.de/10009754008
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