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~isPartOf:"Journal of econometrics"
~person:"Li, Jia"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Martingal
3
Martingale
3
Semimartingale
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Time series analysis
3
Volatility
3
Volatilität
3
Zeitreihenanalyse
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Börsenkurs
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Estimation theory
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High-frequency data
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Jumps
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Share price
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Specification test
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Stochastic process
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Stochastic volatility
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Analysis of variance
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Capital income
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Li, Jia
Tauchen, George Eugene
3
Todorov, Viktor
3
Bollerslev, Tim
1
Boswijk, Herman Peter
1
Chaker, Selma
1
Chen, Rui
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Gallant, A. Ronald
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Hounyo, Ulrich
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Jacod, Jean
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Klüppelberg, Claudia
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Journal of econometrics
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
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
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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
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2
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
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