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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:"Rucker, Derek D."
~person:"Tauchen, George Eugene"
~person:"Xiu, Dacheng"
~subject:"Bayes-Statistik"
~subject:"Konsumentenverhalten"
~subject:"Portfolio selection"
~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
Portfolio selection
Volatility
Volatilität
23
Estimation
13
Schätzung
13
Estimation theory
12
Schätztheorie
12
Theorie
12
Theory
12
Börsenkurs
11
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11
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11
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11
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High-frequency data
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Time series analysis
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Factor analysis
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34
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Amtsdruckschrift
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Bibliografie
Bibliographie enthalten
Conference paper
Konferenzbeitrag
Ratgeber
Aufsatz in Zeitschrift
34
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Bulgarian
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Author
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Rucker, Derek D.
Tauchen, George Eugene
Xiu, Dacheng
Bollerslev, Tim
20
Todorov, Viktor
17
Aït-Sahalia, Yacine
12
Andersen, Torben
11
Janiszewski, Chris A.
11
Gallant, A. Ronald
10
McAleer, Michael
9
Koop, Gary
8
Krishna, Aradhna
8
Laran, Juliano
8
Meddahi, Nour
8
Patton, Andrew J.
8
Wyer, Robert S.
8
Yu, Jun
8
Zhang, Xinyu
8
Bagchi, Rajesh
7
Li, Jia
7
Li, Yingying
7
Mykland, Per A.
7
Shephard, Neil G.
7
Shiv, Baba
7
Argo, Jennifer J.
6
Bearden, William O.
6
Berger, Jonah
6
Cavaliere, Giuseppe
6
Dijk, Herman K. van
6
Fan, Jianqing
6
Ghysels, Eric
6
Kim, Donggyu
6
Lichtenstein, Donald R.
6
Linton, Oliver
6
Maheu, John M.
6
McGill, Ann L.
6
Meyers-Levy, Joan
6
Morales, Andrea C.
6
Schorfheide, Frank
6
Vohs, Kathleen D.
6
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Journal of consumer research : JCR ; an interdisciplinary bimonthly
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
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
Econometric methods and financial time series
1
Econometric theory
1
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
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
1
The review of economic studies
1
The review of economics and statistics
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ECONIS (ZBW)
34
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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
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
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