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type_genre:"Article in journal"
~subject:"Volatility"
~person:"Jing, Bingyi"
~accessRights:"restricted"
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Volatility
Estimation theory
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Volatilität
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Estimation
2
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Time series analysis
2
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Jing, Bingyi
Todorov, Viktor
10
Kumar, Dilip
9
Li, Jia
9
Kim, Donggyu
6
Li, Yingying
6
Mykland, Per A.
6
Tauchen, George Eugene
6
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5
Francq, Christian
5
Liu, Zhi
5
Maheswaran, S.
5
Bollerslev, Tim
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Mancino, Maria Elvira
4
Sucarrat, Genaro
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Wang, Yazhen
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Wu, Xinyu
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Zhang, Lan
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Clements, Adam
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Kayal, Parthajit
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Liu, Guangying
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Otranto, Edoardo
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Park, Joon Y.
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Potiron, Yoann
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Song, Yuping
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Teräsvirta, Timo
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Varneskov, Rasmus Tangsgaard
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Yang, Xiye
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Zakoïan, Jean-Michel
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Zhang, Zhiyuan
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Zheng, Xinghua
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Ñíguez, Trino-Manuel
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Econometric theory
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Estimating the integrated volatility using high-frequency data with zero durations
Liu, Zhi
;
Kong, Xin-Bing
;
Jing, Bingyi
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 18-32
Persistent link: https://www.econbiz.de/10011974707
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2
On estimation of hurst parameter under noisy observations
Liu, Guangying
;
Jing, Bingyi
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 483-492
Persistent link: https://www.econbiz.de/10012249184
Saved in:
3
Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
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