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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Li, Jia"
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Kapitaleinkommen
Börsenkurs
5
Estimation
5
Estimation theory
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Schätztheorie
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5
Share price
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Time series analysis
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Volatility
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Volatilität
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Zeitreihenanalyse
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High-frequency data
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Nichtparametrisches Verfahren
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Adaptive estimation
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Li, Jia
Todorov, Viktor
8
Gupta, Rangan
6
Bollerslev, Tim
5
Andersen, Torben
3
Dai, Zhifeng
3
Hau, Liya
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Paolella, Marc S.
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Tauchen, George Eugene
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Xiu, Dacheng
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Yang, Chunpeng
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Zhou, Liyun
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Asai, Manabu
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Aït-Sahalia, Yacine
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Cho, Hoon
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Jung, Hojin
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Kim, Jong-Min
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Li, Yingying
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McAleer, Michael
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Meddahi, Nour
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Mo, Guoli
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Nonejad, Nima
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Patton, Andrew J.
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Pelger, Markus
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Pierdzioch, Christian
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Polak, Pawel
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Ryu, Doojin
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Seok, Sang Ik
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Tan, Chunzhi
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Ur Rehman, Mobeen
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Xuan Vinh Vo
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
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1
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
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2
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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