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~isPartOf:"China economic review : an international journal"
~isPartOf:"Journal of econometrics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Gan, Li"
~person:"McAleer, Michael"
~person:"Wang, Yazhen"
~subject:"Share price"
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Share price
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Gan, Li
McAleer, Michael
Wang, Yazhen
Todorov, Viktor
7
Li, Jia
5
Tauchen, George Eugene
5
Kim, Donggyu
4
Bohl, Martin T.
3
Bouri, Elie
3
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China economic review : an international journal
Journal of econometrics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Discussion paper / Tinbergen Institute
9
Econometric Institute research papers
8
Working paper
6
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2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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KAIST College of Business Working Paper Series No
1
Managerial finance
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Risks : open access journal
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School of Accounting, Finance and Economics & FEMARC working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
2
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
3
Adaptive thresholding for large volatility matrix
estimation
based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
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