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~subject:"Volatilität"
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Volatilität
Theorie
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212
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184
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184
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94
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16
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Phillips, Peter C. B.
16
Yu, Jun
7
Cavaliere, Giuseppe
3
Smeekes, Stephan
3
Taylor, Robert
3
Li, Jia
2
Lieberman, Offer
2
Shi, Shuping
2
Bandi, Federico M.
1
Jeffrey, Andrew
1
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1
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1
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Cowles Foundation discussion paper
6
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2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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1
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ECONIS (ZBW)
16
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1
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
2
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
3
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
Saved in:
4
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
-
2011
Persistent link: https://www.econbiz.de/10009412262
Saved in:
5
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
6
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
-
2009
Persistent link: https://www.econbiz.de/10003854432
Saved in:
7
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462519
Saved in:
8
Tilted nonparametric estimation of volatility functions
Phillips, Peter C. B.
(
contributor
);
Xu, Ke-Li
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003723111
Saved in:
9
Refined inference on long memory in realized volatility
Lieberman, Offer
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003468435
Saved in:
10
A two-stage realized volatility approach to the estimation for diffusion processes from discrete observations
Phillips, Peter C. B.
;
Yu, Jun
-
2005
Persistent link: https://www.econbiz.de/10003000713
Saved in:
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