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subject:"Share price"
type_genre:"Article in journal"
~person:"Li, Dong"
~subject:"Stochastic process"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Share price
Stochastic process
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Estimation theory
15
Schätztheorie
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5
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5
Time series analysis
5
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Li, Dong
Kumar, Dilip
16
Maheswaran, S.
15
Tauchen, George Eugene
12
Todorov, Viktor
12
Li, Jia
11
Francq, Christian
9
Zakoïan, Jean-Michel
9
Teräsvirta, Timo
8
Andersen, Torben
7
Ghysels, Eric
7
Kim, Donggyu
7
Li, Yingying
7
Liu, Zhi
7
Mykland, Per A.
7
Engle, Robert F.
6
Koopman, Siem Jan
6
McAleer, Michael
6
Sentana, Enrique
6
Taylor, Stephen
6
Wang, Yazhen
6
Bauwens, Luc
5
Bollerslev, Tim
5
Faff, Robert W.
5
Fan, Jianqing
5
Fornari, Fabio
5
Hafner, Christian M.
5
Hurn, Stan
5
Jing, Bingyi
5
Li, Wai Keung
5
Linton, Oliver
5
Nolte, Ingmar
5
Park, Joon Y.
5
Phillips, Peter C. B.
5
Shephard, Neil G.
5
Taylor, Robert
5
Tsionas, Efthymios G.
5
Zhang, Lan
5
Allen, David E.
4
Arnerić, Josip
4
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Journal of econometrics
3
Econometric reviews
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
Non-standard inference for augmented double autoregressive models with null volatility coefficients
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012439437
Saved in:
2
Double AR model without intercept : an alternative to modeling nonstationarity and heteroscedasticity
Li, Dong
;
Shaojun, Guo
;
Zhu, Ke
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 319-331
Persistent link: https://www.econbiz.de/10012181294
Saved in:
3
Strict stationarity testing and GLAD estimation of double autoregressive models
Shaojun, Guo
;
Li, Dong
;
Li, Muyi
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 319-337
Persistent link: https://www.econbiz.de/10012303800
Saved in:
4
On a threshold double autoregressive model
Li, Dong
;
Ling, Shiqing
;
Zhang, Rongmao
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 68-80
Persistent link: https://www.econbiz.de/10011691211
Saved in:
5
Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
Saved in:
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