//--> //--> //-->
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
~person:"Christensen, Kim"
~person:"Li, Jia"
~person:"Podolskij, Mark"
~subject:"Nichtparametrisches Verfahren"
~type:"article"
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
Measuring volatility with the...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Nichtparametrisches Verfahren
Volatility
15
Volatilität
15
High-frequency data
13
Time series analysis
13
Zeitreihenanalyse
13
Estimation
12
Schätzung
12
Börsenkurs
11
Share price
11
Stochastic process
11
Stochastischer Prozess
11
Estimation theory
8
Schätztheorie
8
Nonparametric statistics
7
Capital income
6
Kapitaleinkommen
6
Market microstructure
6
Marktmikrostruktur
6
Martingal
6
Martingale
6
Microstructure noise
6
Pre-averaging
6
Stochastic volatility
6
Noise Trading
5
Noise trading
5
Theorie
5
Theory
5
Jumps
4
Semimartingale
4
Factor model
3
Regression analysis
3
Regressionsanalyse
3
high-frequency data
3
jumps
3
semimartingale
3
stochastic volatility
3
Ankündigungseffekt
2
Announcement effect
2
Bipower variation
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Christensen, Kim
Li, Jia
Podolskij, Mark
Todorov, Viktor
4
Li, Yingying
3
Tauchen, George Eugene
3
Bollerslev, Tim
2
Christensen, Kimberly
2
Liu, Jia
2
Potiron, Yoann
2
Zheng, Xinghua
2
Andersen, Torben
1
Andrada Félix, Julián
1
Avdulaj, Krenar
1
Balcilar, Mehmet
1
Barsotti, Flavia
1
Barunik, Jozef
1
Boswijk, Herman Peter
1
Brownlees, Christian
1
Cai, Zongwu
1
Candido, Osvaldo
1
Cang, Yuquan
1
Chaves, Leonardo Salim Saker
1
Cheffou, Abdoulkarim Idi
1
Chen Zhou
1
Clinet, Simon
1
Dalderop, Jeroen
1
Davies, Robert
1
Demirer, Rıza
1
Diebold, Francis X.
1
Ensor, Katherine Bennett
1
Ergemen, Yunus Emre
1
Feng, Yuanhua
1
Fernández Rodríguez, Fernando
1
Florens, Jean-Pierre
1
Fuertes, Ana María
1
Ghosh, Anisha
1
Ginley, Matthew
1
Gupta, Rangan
1
Hallam, Mark
1
more ...
less ...
Published in...
All
Journal of econometrics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Is the diurnal pattern sufficient to explain intraday variation in volatility? : a nonparametric assessment
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 336-362
Persistent link: https://www.econbiz.de/10012110287
Saved in:
2
Fact or friction : jumps at ultra high frequency
Christensen, Kimberly
;
Oomen, Roel C. A.
;
Podolskij, Mark
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 576-599
Persistent link: https://www.econbiz.de/10010532687
Saved in:
3
Inference from high-frequency data : a subsampling approach
Christensen, Kimberly
;
Podolskij, Mark
;
Thamrongrat, Nopporn
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 245-272
Persistent link: https://www.econbiz.de/10011818358
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
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
6
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
7
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->