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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~person:"Park, Joon Y."
~person:"Silvennoinen, Annastiina"
~subject:"Nonparametric statistics"
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Search: subject_exact:"Estimation theory"
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Volatility
Nonparametric statistics
Estimation theory
11
Schätztheorie
11
Estimation
3
Nichtparametrisches Verfahren
3
Regression analysis
3
Regressionsanalyse
3
Schätzung
3
Stochastic process
3
Stochastischer Prozess
3
Volatilität
3
Asymptotics
2
Diffusion
2
Local time
2
Nonstationarity
2
Statistical distribution
2
Statistische Verteilung
2
Time series analysis
2
Zeitreihenanalyse
2
Bandwidth selection
1
Börsenkurs
1
Capital income
1
Cauchy estimator
1
Consumption theory
1
Continuous time model
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Continuous time regression
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Diffusions
1
Diffusive and jump volatility
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Drift
1
Elasticity of substitution
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Endogeneity
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Forecasting model
1
High frequency observation
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Information criterion
1
Innovation diffusion
1
Innovationsdiffusion
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Interest rate
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Jump diffusion
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Kapitaleinkommen
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Article in journal
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Park, Joon Y.
Silvennoinen, Annastiina
Linton, Oliver
16
Chen, Xiaohong
10
Todorov, Viktor
10
Florens, Jean-Pierre
9
Chen, Songnian
8
Cai, Zongwu
7
Li, Qi
7
Robinson, Peter M.
7
Simar, Léopold
7
Su, Liangjun
7
Tauchen, George Eugene
7
White, Halbert
7
Andersen, Torben
6
Lewbel, Arthur
6
Li, Degui
6
Li, Jia
6
Sun, Yiguo
6
Breunig, Christoph
5
Fan, Yanqin
5
Gao, Jiti
5
Horowitz, Joel
5
Kim, Donggyu
5
Li, Yingying
5
Phillips, Peter C. B.
5
Sasaki, Yuya
5
Xu, Ke-Li
5
Aït-Sahalia, Yacine
4
Das, Mitali
4
Dong, Chaohua
4
Escanciano, Juan Carlos
4
Francq, Christian
4
Haiqing Xu
4
Hoderlein, Stefan
4
Hsiao, Cheng
4
Kristensen, Dennis
4
Lavergne, Pascal
4
Lu, Xun
4
Mammen, Enno
4
Mykland, Per A.
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Journal of econometrics
Econometrics : open access journal
2
Econometric reviews
1
Econometric theory
1
Energy economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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1
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
2
Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
Aït-Sahalia, Yacine
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 119-138
Persistent link: https://www.econbiz.de/10011616006
Saved in:
3
A reexamination of stock return predictability
Choi, Yongok
;
Jacewitz, Stefan
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 168-189
Persistent link: https://www.econbiz.de/10011617132
Saved in:
4
An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
Choi, Hwan-sik
;
Jeong, Minsoo
;
Park, Joon Y.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 539-557
Persistent link: https://www.econbiz.de/10010256867
Saved in:
5
Functional-coefficient models for nonstationary time series data
Cai, Zongwu
;
Li, Qi
;
Park, Joon Y.
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 101-113
Persistent link: https://www.econbiz.de/10003833742
Saved in:
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