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subject:"Forecasting model"
~person:"Li, Jia"
~subject:"Estimation"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Forecasting model
Estimation
Estimation theory
15
Schätztheorie
15
Volatility
12
Volatilität
12
Schätzung
9
Time series analysis
9
Zeitreihenanalyse
9
Börsenkurs
8
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8
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
High-frequency data
5
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Stochastischer Prozess
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Capital income
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Kapitaleinkommen
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Regressionsanalyse
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Adaptive estimation
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Beta
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Bootstrap
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Market microstructure
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Marktmikrostruktur
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Noise Trading
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Noise trading
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Semimartingale
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Li, Jia
Kumbhakar, Subal
16
Su, Liangjun
15
Cai, Zongwu
13
Tauchen, George Eugene
13
Kapetanios, George
12
Kumar, Dilip
12
Phillips, Peter C. B.
12
Baltagi, Badi H.
11
Gao, Jiti
11
Hsiao, Cheng
10
Koop, Gary
10
Lesage, James P.
10
Swanson, Norman R.
10
Teräsvirta, Timo
10
Todorov, Viktor
10
Tsionas, Efthymios G.
10
Ullah, Aman
10
Linton, Oliver
9
Pesaran, M. Hashem
9
Demetrescu, Matei
8
Francq, Christian
8
Hsu, Yu-Chin
8
Li, Qi
8
Ramírez, Miguel D.
8
Sun, Yiguo
8
Westerlund, Joakim
8
White, Halbert
8
Zhang, Xinyu
8
Baillie, Richard
7
Bollerslev, Tim
7
Corradi, Valentina
7
Kim, Donggyu
7
Lee, Lung-fei
7
Lütkepohl, Helmut
7
McCracken, Michael W.
7
Shang, Han Lin
7
Taylor, James W.
7
Zakoïan, Jean-Michel
7
Bauwens, Luc
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Journal of econometrics
5
Econometric theory
2
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
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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
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
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
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:
8
Estimating the volatility occupation time via regularized Laplace inversion
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1253-1288
Persistent link: https://www.econbiz.de/10011661745
Saved in:
9
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:
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