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~isPartOf:"Journal of consumer research : JCR ; an interdisciplinary bimonthly"
~isPartOf:"Journal of econometrics"
~language:"bul"
~language:"eng"
~language:"hun"
~language:"msa"
~language:"spa"
~person:"Laran, Juliano"
~person:"Tauchen, George Eugene"
~person:"Xiu, Dacheng"
~subject:"Capital income"
~subject:"High-frequency data"
~subject:"Konsumentenverhalten"
~subject:"Schätzung"
~subject:"Time series analysis"
~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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Capital income
High-frequency data
Konsumentenverhalten
Schätzung
Time series analysis
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Volatilität
23
Estimation
13
Estimation theory
12
Schätztheorie
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Stochastischer Prozess
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Amtsdruckschrift
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Bibliografie
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38
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Bulgarian
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Laran, Juliano
Tauchen, George Eugene
Xiu, Dacheng
Phillips, Peter C. B.
32
Linton, Oliver
23
Taylor, Robert
23
Bollerslev, Tim
20
Todorov, Viktor
19
Aït-Sahalia, Yacine
15
Andersen, Torben
13
Ghysels, Eric
13
Koop, Gary
13
Park, Joon Y.
13
Xiao, Zhijie
13
Gao, Jiti
12
Robinson, Peter M.
12
Chen, Xiaohong
11
Gouriéroux, Christian
11
Janiszewski, Chris A.
11
Leybourne, Stephen James
11
Hallin, Marc
10
Mykland, Per A.
10
Su, Liangjun
10
Swanson, Norman R.
10
Yu, Jun
10
Zakoïan, Jean-Michel
10
Cavaliere, Giuseppe
9
Francq, Christian
9
Gallant, A. Ronald
9
Hong, Yongmiao
9
Marcellino, Massimiliano
9
McAleer, Michael
9
Meddahi, Nour
9
Patton, Andrew J.
9
Corradi, Valentina
8
Harvey, David I.
8
Koopman, Siem Jan
8
Krishna, Aradhna
8
Li, Jia
8
Pesaran, M. Hashem
8
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Journal of consumer research : JCR ; an interdisciplinary bimonthly
Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
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
The review of financial studies
2
Computation and estimation in finance and economics
1
Econometric methods and financial time series
1
Econometric theory
1
Econometrics : open access journal
1
Journal of financial economics
1
Journal of marketing
1
Journal of marketing research : JMR
1
Journal of political economy
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
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The quarterly journal of finance
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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
Autoencoder asset pricing models
Gu, Shihao
;
Kelly, Bryan T.
;
Xiu, Dacheng
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 429-450
Persistent link: https://www.econbiz.de/10012619654
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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