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language:"eng"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~person:"Tauchen, George Eugene"
~subject:"Bootstrap approach"
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Zeitreihenanalyse
Bootstrap approach
Estimation theory
8
Schätztheorie
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Volatility
7
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Börsenkurs
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Tauchen, George Eugene
Phillips, Peter C. B.
11
Taylor, Robert
11
Leybourne, Stephen James
8
Linton, Oliver
8
Chen, Xiaohong
7
Davis, Richard A.
6
Li, Jia
6
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5
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Ng, Serena
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Sun, Yixiao
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Varneskov, Rasmus Tangsgaard
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Baillie, Richard
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Elliott, Graham
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Fan, Jianqing
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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
3
ERID working paper
2
Computation and estimation in finance and economics
1
Econometrics : open access journal
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Economic Research Initiatives at Duke (ERID) Working Paper
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
Realized Laplace transforms for estimation of jump diffusive volatility models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009301899
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