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subject:"Börsenkurs"
subject:"ARCH-Modell"
~person:"Li, Jia"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
ARCH-Modell
Estimation theory
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Schätztheorie
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Volatilität
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Time series analysis
12
Zeitreihenanalyse
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Nonparametric statistics
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Li, Jia
Francq, Christian
27
Zakoïan, Jean-Michel
27
Linton, Oliver
21
Teräsvirta, Timo
21
Engle, Robert F.
17
Rahbek, Anders
16
Hafner, Christian M.
15
Ardia, David
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Bauwens, Luc
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Kumar, Dilip
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Shephard, Neil G.
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Audrino, Francesco
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Kapetanios, George
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Pesaran, M. Hashem
12
Krämer, Walter
11
McAleer, Michael
11
Silvennoinen, Annastiina
11
Tauchen, George Eugene
11
Koopman, Siem Jan
10
Maheswaran, S.
10
Sentana, Enrique
10
Nelson, Daniel B.
9
Pedersen, Rasmus Søndergaard
9
Todorov, Viktor
9
Trojani, Fabio
9
Allen, David E.
8
Bailey, Natalia
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Fiorentini, Gabriele
8
Gao, Jiti
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Hautsch, Nikolaus
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Lütkepohl, Helmut
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Milunovich, George
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Preminger, Arie
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Bollerslev, Tim
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Carnero, M. Angeles
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Cavaliere, Giuseppe
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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
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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:
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