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subject:"Schätzung"
type_genre:"Arbeitspapier"
~person:"Li, Jia"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
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Search: subject_exact:"Estimation theory"
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Schätzung
Estimation theory
16
Schätztheorie
16
Volatility
13
Volatilität
13
Time series analysis
12
Zeitreihenanalyse
12
Estimation
9
Börsenkurs
8
Share price
8
Capital income
6
Kapitaleinkommen
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
High-frequency data
5
Stochastic process
5
Stochastischer Prozess
5
Induktive Statistik
4
Martingal
4
Martingale
4
Statistical inference
4
Statistical test
4
Statistischer Test
4
Regression analysis
3
Regressionsanalyse
3
Specification test
3
Stochastic volatility
3
Adaptive estimation
2
Beta
2
Beta risk
2
Betafaktor
2
Bootstrap
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Disjoint confidence sets
2
Jumps
2
Long memory
2
Market microstructure
2
Marktmikrostruktur
2
Noise Trading
2
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English
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Li, Jia
Gao, Jiti
35
Linton, Oliver
27
Kapetanios, George
25
Pesaran, M. Hashem
24
Cai, Zongwu
23
Marcellino, Massimiliano
19
Hsu, Yu-Chin
18
Härdle, Wolfgang
15
Koop, Gary
15
Kumbhakar, Subal
15
Tauchen, George Eugene
15
Lütkepohl, Helmut
14
Su, Liangjun
13
Hoderlein, Stefan
12
Jochmans, Koen
12
Phillips, Peter C. B.
12
Todorov, Viktor
12
Weidner, Martin
12
Baltagi, Badi H.
11
Berg, Gerard J. van den
11
Diebold, Francis X.
11
Fang, Ying
11
Kitagawa, Toru
11
Lechner, Michael
11
Card, David E.
10
Huber, Florian
10
Koopman, Siem Jan
10
Lee, David S.
10
Pei, Zhuan
10
Winkelmann, Rainer
10
Zakoïan, Jean-Michel
10
Gouriéroux, Christian
9
Hautsch, Nikolaus
9
Hsiao, Cheng
9
Kumar, Dilip
9
Li, Qi
9
Nielsen, Morten Ørregaard
9
Park, Joon Y.
9
Racine, Jeffrey
9
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Journal of econometrics
5
Econometric theory
2
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
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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
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Estimating the volatility occupation time via regularized Laplace inversion
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1253-1288
Persistent link: https://www.econbiz.de/10011661745
Saved in:
9
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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