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subject:"Share price"
type_genre:"Article in journal"
~person:"Gao, Jiti"
~person:"Todorov, Viktor"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Share price
Estimation theory
129
Schätztheorie
129
Nichtparametrisches Verfahren
61
Nonparametric statistics
61
Time series analysis
58
Zeitreihenanalyse
58
Estimation
47
Schätzung
47
Panel
29
Panel study
29
Regression analysis
29
Regressionsanalyse
29
Volatility
18
Volatilität
18
Börsenkurs
14
Stochastic process
13
Stochastischer Prozess
13
Cointegration
12
Kointegration
12
Capital income
11
Kapitaleinkommen
11
Forecasting model
9
Prognoseverfahren
9
Asymptotic theory
8
Factor analysis
8
Faktorenanalyse
8
Induktive Statistik
7
Nichtlineare Regression
7
Nonlinear regression
7
Statistical inference
7
Bayes-Statistik
6
Bayesian inference
6
Statistical test
6
Statistischer Test
6
Cross-sectional dependence
5
High-frequency data
5
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5
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English
14
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Gao, Jiti
Todorov, Viktor
Tauchen, George Eugene
10
Kapetanios, George
9
Maheswaran, S.
9
Pesaran, M. Hashem
9
Li, Jia
8
Allen, David E.
7
Teräsvirta, Timo
7
Bailey, Natalia
6
Bauwens, Luc
6
Faff, Robert W.
6
Hautsch, Nikolaus
6
Kim, Donggyu
6
Linton, Oliver
6
Runde, Ralf
6
Zakoïan, Jean-Michel
6
Engle, Robert F.
5
Krämer, Walter
5
Kumar, Dilip
5
Malec, Peter
5
Silvennoinen, Annastiina
5
Wang, Yazhen
5
Bibinger, Markus
4
Brailsford, Timothy J.
4
Cheng, Tingting
4
Francq, Christian
4
Giot, Pierre
4
Kim, Myung-jig
4
Kunitomo, Naoto
4
Large, Jeremy
4
Luger, Richard
4
Mills, Terence C.
4
Peiris, Shelton
4
Shephard, Neil G.
4
Tse, Yiu Kuen
4
Wright, Jonathan H.
4
Abberger, Klaus
3
Amilon, Henrik
3
Brooks, Robert
3
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Journal of econometrics
6
Working paper / Department of Econometrics and Business Statistics, Monash University
3
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Cambridge working papers in economics
1
ERID working paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
School of Accounting, Finance and Economics & FEMARC working paper series
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ECONIS (ZBW)
14
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1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
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
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
4
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
5
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2018
In this paper, we propose three new predictive models: the multi-step nonparametric predictive regression model and the multi-step additive predictive regression model, in which the predictive variables are locally stationary time series; and the multi-step time-varying coefficient predictive...
Persistent link: https://www.econbiz.de/10011775136
Saved in:
6
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011782226
Saved in:
7
A simple nonlinear predictive model for stock returns
Cai, Biqing
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782256
Saved in:
8
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:
9
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:
10
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:
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