//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Bu, Ruijun"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
Volatility
11
Volatilität
11
Estimation theory
9
Schätztheorie
9
Estimation
8
Schätzung
8
Börsenkurs
6
Forecasting model
6
Prognoseverfahren
6
Share price
6
Stochastic process
5
Stochastischer Prozess
5
Theorie
5
Theory
5
Capital income
4
Innovation diffusion
4
Innovationsdiffusion
4
Kapitaleinkommen
4
Multivariate Verteilung
4
Multivariate distribution
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Zeitreihenanalyse
4
ARCH model
3
ARCH-Modell
3
Markov chain
3
Markov-Kette
3
Oil price
3
Transformation model
3
Ölpreis
3
Aktienmarkt
2
Analysis
2
Cointegration
2
Interest rate
2
Kointegration
2
Market microstructure
2
Marktmikrostruktur
2
Mathematical analysis
2
Maximum likelihood estimation
2
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Graue Literatur
1
Non-commercial literature
1
Language
All
English
4
Author
All
Bu, Ruijun
4
Chen, Qiang
1
Gong, Yuting
1
Jawadi, Fredj
1
Li, Degui
1
Li, Yuyi
1
Linton, Oliver
1
McCabe, Brendan Peter Martin
1
Wang, Hanchao
1
more ...
less ...
Published in...
All
Cambridge working papers in economics
1
Econometric reviews
1
International journal of forecasting
1
Janeway Institute working paper series
1
Journal of financial econometrics
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
2
What affects the relationship between oil prices and the U.S. stock market? : a mixed-data sampling copula approach
Gong, Yuting
;
Bu, Ruijun
;
Chen, Qiang
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 253-277
Persistent link: https://www.econbiz.de/10013187978
Saved in:
3
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
4
Model selection, estimation and forecasting in INAR(p) models : a likelihood-based Markov Chain approach
Bu, Ruijun
;
McCabe, Brendan Peter Martin
- In:
International journal of forecasting
24
(
2008
)
1
,
pp. 151-162
Persistent link: https://www.econbiz.de/10003661278
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->