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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"fin"
~language:"ind"
~language:"nld"
~language:"ukr"
~person:"Li, Jia"
~subject:"Bayesian inference"
~subject:"Developing countries"
~subject:"KMU"
~subject:"Monetary policy"
~subject:"USA"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Jahresbericht"
~type_genre:"Sammelwerk"
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Bayesian inference
Developing countries
KMU
Monetary policy
USA
Volatilität
Estimation theory
7
Schätztheorie
7
Time series analysis
7
Volatility
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
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Author
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Li, Jia
Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
16
Aït-Sahalia, Yacine
12
Andersen, Torben
11
Koop, Gary
11
McAleer, Michael
10
Gallant, A. Ronald
9
Meddahi, Nour
8
Slottje, Daniel Jonathan
8
Xiu, Dacheng
8
Yu, Jun
8
Zhang, Xinyu
8
Diebold, Francis X.
7
Dijk, Herman K. van
7
Mykland, Per A.
7
Park, Joon Y.
7
Patton, Andrew J.
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Kim, Donggyu
6
Maheu, John M.
6
Marcellino, Massimiliano
6
Schorfheide, Frank
6
Shephard, Neil G.
6
Asai, Manabu
5
Casarin, Roberto
5
Gouriéroux, Christian
5
Hallin, Marc
5
Jensen, Mark J.
5
Li, Yingying
5
Renault, Eric
5
Taylor, Robert
5
Timmermann, Allan
5
Zhou, Hao
5
Barigozzi, Matteo
4
Bauwens, Luc
4
Billio, Monica
4
Boswijk, Herman Peter
4
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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
American economic review
1
Applied economics
1
Finance research letters
1
The review of economic studies
1
The review of economic studies : RES
1
The review of economics and statistics
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ECONIS (ZBW)
7
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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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