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subject:"India"
subject:"Schätzung"
~accessRights:"restricted"
~person:"Kim, Donggyu"
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India
Schätzung
Estimation
6
Estimation theory
6
Schätztheorie
6
Time series analysis
6
Volatility
6
Volatilität
6
Zeitreihenanalyse
6
Börsenkurs
5
Share price
5
Forecasting model
4
Prognoseverfahren
4
ARCH model
3
ARCH-Modell
3
Financial market
3
Finanzmarkt
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Sparsity
3
Stochastic differential equation
3
Stochastic process
3
Stochastischer Prozess
3
Analysis
2
Factor model
2
GARCH
2
High-frequency financial data
2
Mathematical analysis
2
POET
2
Quasi-maximum likelihood estimation
2
Quasi-maximum likelihood estimator
2
Volatility estimation and prediction
2
Adaptive thresholding
1
Diffusion
1
Diffusion process
1
Factor analysis
1
Faktorenanalyse
1
High-frequency data
1
Induktive Statistik
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Kim, Donggyu
Gao, Jiti
10
Kumbhakar, Subal
10
Li, Jia
9
Marcellino, Massimiliano
8
Su, Liangjun
8
Todorov, Viktor
8
Linton, Oliver
7
Tauchen, George Eugene
7
Baltagi, Badi H.
6
Kapetanios, George
6
Kumar, Dilip
6
Lee, Lung-fei
6
Tsionas, Efthymios G.
6
Wang, Taining
6
Westerlund, Joakim
6
Francq, Christian
5
Liu, Zhi
5
Park, Joon Y.
5
Parmeter, Christopher F.
5
Sentana, Enrique
5
Sun, Yiguo
5
Winkelmann, Rainer
5
Yao, Feng
5
Zhou, Qiankun
5
Cai, Zongwu
4
Egger, Peter
4
Escanciano, Juan Carlos
4
Gouriéroux, Christian
4
Hsiao, Cheng
4
Hsu, Yu-Chin
4
Iaria, Alessandro
4
Jochmans, Koen
4
Lesage, James P.
4
Phillips, Peter C. B.
4
Wang, Yazhen
4
Wu, Xinyu
4
Zakoïan, Jean-Michel
4
Ai, Chunrong
3
Amengual, Dante
3
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Journal of econometrics
5
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
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
2
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
3
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
4
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
5
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
Saved in:
6
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
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