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type_genre:"Article in journal"
~subject:"Volatility"
~subject:"Marktmikrostruktur"
~person:"Jing, Bingyi"
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Volatility
Marktmikrostruktur
Estimation theory
6
Schätztheorie
6
Volatilität
5
Central limit theorem
3
Estimation
3
Schätzung
3
Time series analysis
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Zeitreihenanalyse
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High frequency data
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Kapitaleinkommen
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Nichtparametrisches Verfahren
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Aktienindex
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Analysis of variance
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Fractional Brownian motion
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Induktive Statistik
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Itô semimartingale
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Method of moments
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Microstructure noise
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Momentenmethode
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Multiple transactions
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Quadratic variation
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Article in journal
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Jing, Bingyi
Kumar, Dilip
16
Maheswaran, S.
14
Todorov, Viktor
12
Li, Jia
11
Tauchen, George Eugene
10
Mykland, Per A.
8
Teräsvirta, Timo
8
Andersen, Torben
7
Francq, Christian
7
Kim, Donggyu
7
Li, Yingying
7
Liu, Zhi
7
Wang, Yazhen
6
Zhang, Lan
6
Aït-Sahalia, Yacine
5
Bollerslev, Tim
5
Fan, Jianqing
5
Ghysels, Eric
5
Hafner, Christian M.
5
Koopman, Siem Jan
5
Linton, Oliver
5
Mancino, Maria Elvira
5
Taylor, Stephen
5
Zakoïan, Jean-Michel
5
Arnerić, Josip
4
Bauwens, Luc
4
Clements, Adam
4
Corsi, Fulvio
4
Elliott, Robert J.
4
Fičura, Milan
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Hwang, Eunju
4
Li, Wai Keung
4
McAleer, Michael
4
Nolte, Ingmar
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Park, Joon Y.
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Rodriguez, Gabriel
4
Russell, Jeffrey R.
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Sanfelici, Simona
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric theory
1
Journal of econometrics
1
Journal of the American Statistical Association : JASA
1
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ECONIS (ZBW)
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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
Saved in:
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
Saved in:
4
On the estimation of integrated volatility with jumps and microstructure noise
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 457-467
Persistent link: https://www.econbiz.de/10010488463
Saved in:
5
Estimating the jump activity index under noisy observations using high-frequency data
Jing, Bingyi
;
Kong, Xinbing
;
Liu, Zhi
- In:
Journal of the American Statistical Association : JASA
106
(
2011
)
494
,
pp. 558-568
Persistent link: https://www.econbiz.de/10009267673
Saved in:
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