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~isPartOf:"Journal of econometrics"
~person:"Li, Yingying"
~subject:"Schätztheorie"
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Schätztheorie
Estimation theory
5
Market microstructure
5
Marktmikrostruktur
5
Noise Trading
5
Noise trading
5
Time series analysis
5
Volatility
5
Volatilität
5
Zeitreihenanalyse
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Li, Yingying
Phillips, Peter C. B.
19
Linton, Oliver
14
Li, Qi
10
Lee, Lung-fei
9
Taylor, Robert
9
Todorov, Viktor
9
Baltagi, Badi H.
8
Gao, Jiti
8
Gouriéroux, Christian
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Schmidt, Peter
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Tauchen, George Eugene
8
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7
Francq, Christian
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Leybourne, Stephen James
7
Park, Joon Y.
7
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6
Chen, Xiaohong
6
Chib, Siddhartha
6
Hsiao, Cheng
6
Li, Jia
6
Zakoïan, Jean-Michel
6
Ai, Chunrong
5
Chambers, Marcus J.
5
Davis, Richard A.
5
Ghysels, Eric
5
Hong, Han
5
Kim, Donggyu
5
Kohn, Robert
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Koopman, Siem Jan
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Perron, Pierre
5
Robinson, Peter M.
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Tu, Yundong
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White, Halbert
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Zhu, Ke
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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
1
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ECONIS (ZBW)
5
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1
Efficient
estimation
of integrated volatility incorporating trading information
Li, Yingying
;
Xie, Shangyu
;
Zheng, Xinghua
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 33-50
Persistent link: https://www.econbiz.de/10011705231
Saved in:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
Estimating the integrated volatility with tick observations
Jacob, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 80-100
Persistent link: https://www.econbiz.de/10012139788
Saved in:
4
A unified approach to volatility
estimation
in the presence of both rounding and random market microstructure noise
Li, Yingying
;
Zhang, Zhiyuan
;
Li, Yichu
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 187-222
Persistent link: https://www.econbiz.de/10011974656
Saved in:
5
Volatility of volatility :
estimation
and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
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