//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Stochastischer Prozess"
subject:"Volatility"
~person:"Fu, Michael"
~person:"Li, Yingying"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
Estimation theory
20
Schätztheorie
20
Market microstructure
7
Marktmikrostruktur
7
Volatilität
7
Noise Trading
6
Noise trading
6
Simulation
6
Time series analysis
6
Zeitreihenanalyse
6
Market microstructure noise
5
Estimation
4
Schätzung
4
Stochastic process
4
simulation
4
Börsenkurs
3
Capital income
3
Derivat
3
Derivative
3
High frequency data
3
Integrated volatility
3
Kapitaleinkommen
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Portfolio selection
3
Portfolio-Management
3
Sensitivity analysis
3
Sensitivitätsanalyse
3
Share price
3
sensitivity analysis
3
Analysis of variance
2
High dimension
2
High-frequency data
2
Minimum variance portfolio
2
Realized volatility
2
Regression analysis
2
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Fu, Michael
Li, Yingying
Kumar, Dilip
16
Maheswaran, S.
14
Todorov, Viktor
12
Li, Jia
11
Tauchen, George Eugene
11
Teräsvirta, Timo
9
Francq, Christian
8
Andersen, Torben
7
Ghysels, Eric
7
Kim, Donggyu
7
Liu, Zhi
7
Mykland, Per A.
7
Zakoïan, Jean-Michel
7
Hafner, Christian M.
6
Koopman, Siem Jan
6
Phillips, Peter C. B.
6
Wang, Yazhen
6
Bollerslev, Tim
5
Fan, Jianqing
5
Hurn, Stan
5
Jing, Bingyi
5
Li, Dong
5
McAleer, Michael
5
Park, Joon Y.
5
Silvennoinen, Annastiina
5
Taylor, Stephen
5
Tsionas, Efthymios G.
5
Arnerić, Josip
4
Aït-Sahalia, Yacine
4
Cavaliere, Giuseppe
4
Clements, Adam
4
Cui, Zhenyu
4
Dufour, Jean-Marie
4
Elliott, Robert J.
4
Feng, Yuanhua
4
Fičura, Milan
4
Hadri, Kaddour
4
Hwang, Eunju
4
more ...
less ...
Published in...
All
Journal of econometrics
5
INFORMS journal on computing : JOC
2
Operations research
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 financial econometrics : official journal of the Society for Financial Econometrics
1
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
Saved in:
3
On the variance of single-run unbiased stochastic derivative estimators
Cui, Zhenyu
;
Fu, Michael
;
Hu, Jian-Qiang
;
Liu, Yanchu
; …
- In:
INFORMS journal on computing : JOC
32
(
2020
)
2
,
pp. 390-407
Persistent link: https://www.econbiz.de/10012242769
Saved in:
4
Estimating the integrated volatility with tick observations
Jacob, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 80-100
Persistent link: https://www.econbiz.de/10012139788
Saved in:
5
A unified approach to volatility estimation in the presence of both rounding and random market microstructure noise
Li, Yingying
;
Zhang, Zhiyuan
;
Li, Yichu
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 187-222
Persistent link: https://www.econbiz.de/10011974656
Saved in:
6
A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
;
Heidergott, Bernd
- In:
Operations research
66
(
2018
)
2
,
pp. 487-499
Persistent link: https://www.econbiz.de/10011845997
Saved in:
7
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
8
Efficient estimation of integrated volatility incorporating trading information
Li, Yingying
;
Xie, Shangyu
;
Zheng, Xinghua
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 33-50
Persistent link: https://www.econbiz.de/10011705231
Saved in:
9
Rounding errors and volatility estimation
Li, Yingying
;
Mykland, Per A.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 478-504
Persistent link: https://www.econbiz.de/10011339292
Saved in:
10
Regression models augmented with direct stochastic gradient estimators
Fu, Michael
;
Qu, Huashuai
- In:
INFORMS journal on computing : JOC
26
(
2014
)
3
,
pp. 484-499
Persistent link: https://www.econbiz.de/10010399808
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->