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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:"Li, Jia"
~person:"Malik, Farooq"
~person:"Wang, Yazhen"
~subject:"Kapitaleinkommen"
~subject:"Produktivität"
~subject:"Volatility"
~subject:"Volatilität"
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Kapitaleinkommen
Produktivität
Volatility
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Börsenkurs
9
Estimation
9
Schätzung
9
Share price
9
Time series analysis
9
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Estimation theory
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USA
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1995-2009
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11
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Li, Jia
Malik, Farooq
Wang, Yazhen
Todorov, Viktor
14
Bollerslev, Tim
10
Tauchen, George Eugene
7
Gupta, Rangan
6
Yang, Chih-Hai
6
Andersen, Torben
5
Bouri, Elie
5
Kim, Donggyu
5
Aït-Sahalia, Yacine
4
Bohl, Martin T.
4
Francq, Christian
4
McAleer, Michael
4
Xiu, Dacheng
4
Zakoïan, Jean-Michel
4
Diewert, Walter E.
3
Engle, Robert F.
3
Fan, Jianqing
3
Ghysels, Eric
3
Jensen, Gerald R.
3
Koop, Gary
3
Lu, Yi
3
Patton, Andrew J.
3
Roubaud, David
3
Sharma, Chandan
3
Sickles, Robin C.
3
Siklos, Pierre L.
3
Steel, Mark F. J.
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Taylor, Robert
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Wohar, Mark E.
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Xu, Zhaoyuan
3
Yashiro, Naomitsu
3
Yu, Linhui
3
Zhang, Yan
3
Zhou, Hao
3
Andreou, Elena
2
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2
Asai, Manabu
2
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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
Econometric theory
3
International review of economics & finance : IREF
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Energy economics
2
KAIST College of Business Working Paper Series No
2
Review of quantitative finance and accounting
2
Applied financial economics
1
Chicago Booth Research Paper
1
ERID working paper
1
Econometric Institute research papers
1
Econometrics : open access journal
1
Finance research letters
1
Global finance journal
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of economics & business
1
Journal of economics and finance
1
Journal of empirical finance
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review of financial economics : RFE
1
The North American journal of economics and finance : a journal of financial economics studies
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of applied business research
1
The review of economic studies
1
Working paper
1
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ECONIS (ZBW)
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1
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:
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
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:
4
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:
5
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
Saved in:
6
Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
Saved in:
7
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:
8
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:
9
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:
10
Risk
management
of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
- In:
The quarterly review of economics and finance : journal …
51
(
2011
)
4
,
pp. 435-441
Persistent link: https://www.econbiz.de/10009373135
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