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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:"Li, Jia"
~subject:"Konsumentenverhalten"
~subject:"Regression analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
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Konsumentenverhalten
Regression analysis
Volatility
Estimation theory
7
Schätztheorie
7
Time series analysis
7
Volatilität
7
Zeitreihenanalyse
7
Börsenkurs
5
Estimation
5
Schätzung
5
Share price
5
High-frequency data
4
Martingal
3
Martingale
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Semimartingale
3
Specification test
3
Stochastic process
3
Stochastic volatility
3
Stochastischer Prozess
3
Adaptive estimation
2
Beta
2
Beta risk
2
Betafaktor
2
Capital income
2
Jumps
2
Kapitaleinkommen
2
Semiparametric efficiency
2
Analysis of variance
1
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
CAPM
1
Efficiency
1
Effizienz
1
Forecast evaluation
1
Forecasting model
1
High frequency data
1
Induktive Statistik
1
Informed trading
1
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Article in journal
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Bulgarian
English
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Malay (macrolanguage)
Spanish
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Li, Jia
Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Linton, Oliver
14
Phillips, Peter C. B.
13
Aït-Sahalia, Yacine
12
Andersen, Torben
11
Janiszewski, Chris A.
11
McAleer, Michael
11
Taylor, Robert
11
Chen, Songnian
10
Ghysels, Eric
9
Park, Joon Y.
9
Galvão Júnior, Antônio Fialho
8
Gao, Jiti
8
Krishna, Aradhna
8
Laran, Juliano
8
Meddahi, Nour
8
Su, Liangjun
8
Wyer, Robert S.
8
Xiu, Dacheng
8
Bagchi, Rajesh
7
Mykland, Per A.
7
Patton, Andrew J.
7
Robinson, Peter M.
7
Rucker, Derek D.
7
Shiv, Baba
7
Argo, Jennifer J.
6
Bearden, William O.
6
Berger, Jonah
6
Cai, Zongwu
6
Cavaliere, Giuseppe
6
Chernozhukov, Victor
6
Dufour, Jean-Marie
6
Fan, Jianqing
6
Hallin, Marc
6
Kim, Donggyu
6
Lee, Ji Hyung
6
Li, Qi
6
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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
3
Econometric theory
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Quantitative economics : QE ; journal of the Econometric Society
2
Finance research letters
1
International journal of industrial organization
1
Journal of global information management : an official publication of the Information Resources Management Association
1
Journal of marketing analytics : JMA
1
Marketing letters : a journal of research in marketing
1
The review of economic studies
1
The review of economic studies : RES
1
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ECONIS (ZBW)
7
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date (oldest first)
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
Asymptotic inference about predictive accuracy using high frequency data
Li, Jia
;
Patton, Andrew J.
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 223-240
Persistent link: https://www.econbiz.de/10011974659
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
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:
6
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:
7
Testing for jumps in noisy high frequency data
Aït-Sahalia, Yacine
;
Jacod, Jean
;
Li, Jia
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 207-222
Persistent link: https://www.econbiz.de/10009612749
Saved in:
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