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subject:"Estimation theory"
type_genre:"Amtsdruckschrift"
~accessRights:"restricted"
~person:"Bollerslev, Tim"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation theory
Estimation
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Bollerslev, Tim
Gao, Jiti
10
Kumbhakar, Subal
9
Li, Jia
9
Todorov, Viktor
8
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7
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Tauchen, George Eugene
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Journal of econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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
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:
3
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
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