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subject:"Share price"
subject:"United Kingdom"
~person:"Hildenbrand, Werner"
~person:"Li, Jia"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Share price
United Kingdom
Estimation theory
16
Schätztheorie
16
Volatility
11
Volatilität
11
Estimation
9
Schätzung
9
Time series analysis
9
Zeitreihenanalyse
9
Börsenkurs
8
High-frequency data
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Stochastic process
5
Stochastischer Prozess
5
Capital income
4
Kapitaleinkommen
4
Einkommenshypothese
3
Großbritannien
3
Income hypothesis
3
Martingal
3
Martingale
3
Regression analysis
3
Regressionsanalyse
3
Specification test
3
Stochastic volatility
3
1968-1984
2
Adaptive estimation
2
Beta
2
Beta risk
2
Betafaktor
2
Bootstrap
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Jumps
2
Market microstructure
2
Marktmikrostruktur
2
Noise Trading
2
Noise trading
2
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English
10
French
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Hildenbrand, Werner
Li, Jia
Maheswaran, S.
9
Tauchen, George Eugene
8
Todorov, Viktor
7
Kim, Donggyu
6
Mills, Terence C.
6
Faff, Robert W.
5
Kumar, Dilip
5
Wang, Yazhen
5
Allen, David E.
4
Bauwens, Luc
4
Bhattacharyya, Dilip K.
4
Blundell, Richard W.
4
Cuthbertson, Keith
4
Engle, Robert F.
4
Francq, Christian
4
Kapetanios, George
4
Patterson, Kerry D.
4
Pesaran, M. Hashem
4
Sentana, Enrique
4
Shephard, Neil G.
4
Tse, Yiu Kuen
4
Zakoïan, Jean-Michel
4
Bollerslev, Tim
3
Brooks, Robert
3
Chambers, Marcus J.
3
Corhay, Albert
3
Diebold, Francis X.
3
Ericsson, Neil R.
3
Feng, Yuanhua
3
Fičura, Milan
3
Ghysels, Eric
3
Kim, Myung-jig
3
Krämer, Walter
3
Kunitomo, Naoto
3
Lee, Kyungsub
3
Li, Yingying
3
Luger, Richard
3
McAleer, Michael
3
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Journal of econometrics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Is economics becoming a hard science? : [the book collects the contrib. to a conference "Is economics becoming a hard science?", which was held at the former Ecole Polytechnique in Paris on 29 - 30 Oct., 1992]
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
L'économie devient-elle une science dure?
1
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ECONIS (ZBW)
11
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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
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:
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
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:
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
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:
8
Robust estimation and inference for jumps in noisy high frequency data : a local-to-continuity theory for the pre-averaging method
Li, Jia
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1673-1693
Persistent link: https://www.econbiz.de/10009793469
Saved in:
9
On the empirical evidence of microeconomic demand theory
Hildenbrand, Werner
- In:
Is economics becoming a hard science? : [the book …
,
(pp. 154-164)
.
1997
Persistent link: https://www.econbiz.de/10001297191
Saved in:
10
Des preuves empiriques de la théorie de la demande en micro-économie
Hildenbrand, Werner
- In:
L'économie devient-elle une science dure?
,
(pp. 162-171)
.
1995
Persistent link: https://www.econbiz.de/10001291722
Saved in:
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