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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:"Mykland, Per A."
~person:"Rucker, Derek D."
~person:"Tauchen, George Eugene"
~person:"Xiu, Dacheng"
~subject:"Bayes-Statistik"
~subject:"Konsumentenverhalten"
~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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Bayes-Statistik
Konsumentenverhalten
Volatility
Volatilität
30
Estimation theory
19
Schätztheorie
19
Theorie
17
Theory
17
Capital income
16
Kapitaleinkommen
16
Börsenkurs
13
Estimation
13
Schätzung
13
Share price
13
Time series analysis
12
Zeitreihenanalyse
12
Stochastic process
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Stochastischer Prozess
11
High-frequency data
9
CAPM
7
Consumer behaviour
7
Forecasting model
7
Market microstructure
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Marktmikrostruktur
7
Option pricing theory
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Optionspreistheorie
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Prognoseverfahren
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Stochastic volatility
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Martingal
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Big data
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Microstructure
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4
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Article
37
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Amtsdruckschrift
Article in journal
Bibliografie
Bibliographie enthalten
Conference paper
Konferenzbeitrag
Ratgeber
Aufsatz in Zeitschrift
38
Collection of articles of several authors
1
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Bulgarian
English
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Mykland, Per A.
Rucker, Derek D.
Tauchen, George Eugene
Xiu, Dacheng
Bollerslev, Tim
19
Todorov, Viktor
17
Andersen, Torben
11
Aït-Sahalia, Yacine
11
Janiszewski, Chris A.
11
Gallant, A. Ronald
9
McAleer, Michael
9
Koop, Gary
8
Krishna, Aradhna
8
Laran, Juliano
8
Meddahi, Nour
8
Wyer, Robert S.
8
Yu, Jun
8
Zhang, Xinyu
8
Bagchi, Rajesh
7
Li, Jia
7
Patton, Andrew J.
7
Shiv, Baba
7
Argo, Jennifer J.
6
Bearden, William O.
6
Berger, Jonah
6
Cavaliere, Giuseppe
6
Dijk, Herman K. van
6
Ghysels, Eric
6
Kim, Donggyu
6
Lichtenstein, Donald R.
6
Maheu, John M.
6
McGill, Ann L.
6
Meyers-Levy, Joan
6
Morales, Andrea C.
6
Schorfheide, Frank
6
Shephard, Neil G.
6
Vohs, Kathleen D.
6
Wilcox, Keith
6
Asai, Manabu
5
Belk, Russell W.
5
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
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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
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Econometric theory
2
Journal of consumer psychology : JCP : the official journal of the Society for Consumer Psychology
2
Journal of consumer research : JCR ; an interdisciplinary journal
2
Journal of marketing research : JMR
2
Econometrics : open access journal
1
Harvard business review : HBR
1
International journal of advertising : the quarterly review of marketing communications
1
International journal of research in marketing : IJRM ; official journal of the European Marketing Academy
1
Journal of financial economics
1
Journal of marketing
1
Journal of marketing research
1
Journal of the American Statistical Association : JASA
1
Marketing letters : a journal of research in marketing
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
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The review of economic studies
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The review of economics and statistics
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ECONIS (ZBW)
38
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1
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38
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date (oldest first)
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
The observed asymptotic variance : hard edges, and a regression approach
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 411-428
Persistent link: https://www.econbiz.de/10012619653
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
The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times
Mykland, Per A.
;
Zhang, Lan
;
Chen, Dachuan
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012139798
Saved in:
6
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:
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
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:
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