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subject:"Börsenkurs"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~person:"Li, Jia"
~subject:"Stochastischer Prozess"
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Börsenkurs
Kapitaleinkommen
Stochastischer Prozess
Estimation
5
Estimation theory
5
Schätztheorie
5
Schätzung
5
Share price
5
Time series analysis
5
Volatility
5
Volatilität
5
Zeitreihenanalyse
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High-frequency data
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Stochastic process
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Stochastic volatility
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Adaptive estimation
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Beta
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Beta risk
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Betafaktor
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Capital income
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Martingal
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Martingale
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Bootstrap
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Bootstrap approach
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CAPM
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Effizienz
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High frequency data
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Induktive Statistik
1
Informed trading
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Jump
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Li, Jia
Todorov, Viktor
14
Bollerslev, Tim
7
Tauchen, George Eugene
7
Andersen, Torben
4
Kim, Donggyu
4
Xiu, Dacheng
4
Aït-Sahalia, Yacine
3
Francq, Christian
3
Wang, Yazhen
3
Zakoïan, Jean-Michel
3
Andreou, Elena
2
Asai, Manabu
2
Bandi, Federico M.
2
Christensen, Kim
2
Creal, Drew
2
Fan, Jianqing
2
Grynkiv, Iaryna
2
Hounyo, Ulrich
2
Kong, Xin-Bing
2
Li, Yingying
2
McAleer, Michael
2
Meddahi, Nour
2
Paolella, Marc S.
2
Park, Joon Y.
2
Patton, Andrew J.
2
Pelger, Markus
2
Polak, Pawel
2
Thyrsgaard, Martin
2
Wang, Bin
2
Zhang, Congshan
2
Zhou, Hao
2
Amengual, Dante
1
Atkinson, Scott Estes
1
Bakalli, Gaetan
1
Baldovin, Fulvio
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Bhargava, Alok
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Quantitative economics : QE ; journal of the Econometric Society
1
The review of economic studies
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ECONIS (ZBW)
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1
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:
2
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:
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
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:
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