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subject:"Volatility"
type_genre:"Article in journal"
~person:"Xiao, Zhijie"
~subject:"Börsenkurs"
~subject:"Time series analysis"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Volatility
Börsenkurs
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USA
Estimation theory
24
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24
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12
Nichtparametrisches Verfahren
9
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Xiao, Zhijie
Phillips, Peter C. B.
30
Leybourne, Stephen James
18
Linton, Oliver
18
Harvey, Andrew C.
16
Kumar, Dilip
16
Lütkepohl, Helmut
16
Taylor, Robert
16
Teräsvirta, Timo
16
Maheswaran, S.
15
Ghysels, Eric
14
Hassler, Uwe
14
Johansen, Søren
14
Chambers, Marcus J.
13
Gao, Jiti
13
Li, Jia
13
Perron, Pierre
13
Tauchen, George Eugene
13
Koopman, Siem Jan
12
Todorov, Viktor
12
Zakoïan, Jean-Michel
12
Baillie, Richard
11
Baltagi, Badi H.
11
Koop, Gary
11
McAleer, Michael
11
Zhu, Ke
11
Bauwens, Luc
10
Francq, Christian
10
Granger, C. W. J.
10
Hendry, David F.
10
Li, Qi
10
Lucas, André
10
Robinson, Peter M.
10
Fan, Jianqing
9
Franses, Philip Hans
9
Hafner, Christian M.
9
Harvey, David I.
9
Hong, Yongmiao
9
Kapetanios, George
9
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9
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Journal of econometrics
5
Journal of the American Statistical Association : JASA
2
The econometrics journal
2
Cambridge working papers in economics
1
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
13
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1
A new test for unit roots with a partial quadratic trend
Li, Yanglin
;
Wang, Shaoping
;
Jin, Sainan
;
Xiao, Zhijie
- In:
The econometrics journal
27
(
2024
)
2
,
pp. 258-277
Persistent link: https://www.econbiz.de/10015046376
Saved in:
2
Testing for trend specifications in panel data models
Wu, Jilin
;
Song, Xiaojun
;
Xiao, Zhijie
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 453-466
Persistent link: https://www.econbiz.de/10014448241
Saved in:
3
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
4
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
5
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
6
Testing for changing volatility
Wu, Jilin
;
Xiao, Zhijie
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
Saved in:
7
Estimation of and inference about the expected shortfall for time series with infinite variance
Linton, Oliver
;
Xiao, Zhijie
- In:
Econometric theory
29
(
2013
)
4
,
pp. 771-807
Persistent link: https://www.econbiz.de/10010210161
Saved in:
8
Robust inference in nonstationary time series models
Xiao, Zhijie
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009671316
Saved in:
9
Testing unit root based on partially adaptive estimation
Lima, Luiz Renato
;
Xiao, Zhijie
- In:
Journal of time series econometrics
2
(
2010
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009623325
Saved in:
10
Functional-coefficient cointegration models
Xiao, Zhijie
- In:
Journal of econometrics
152
(
2009
)
2
,
pp. 81-92
Persistent link: https://www.econbiz.de/10003892686
Saved in:
1
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