Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Comparison of State-of-The-Art...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
9
Schätztheorie
9
Volatility
8
Volatilität
8
Estimation
5
High-frequency data
5
Schätzung
5
Stochastic process
5
Stochastischer Prozess
5
Time series analysis
5
Zeitreihenanalyse
5
Martingal
4
Martingale
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Semimartingale
3
Specification test
3
Stochastic volatility
3
Adaptive estimation
2
Analysis of variance
2
Beta
2
Beta risk
2
Betafaktor
2
Börsenkurs
2
CAPM
2
Induktive Statistik
2
Jumps
2
Semiparametric efficiency
2
Share price
2
Statistical inference
2
Statistical test
2
Statistischer Test
2
Varianzanalyse
2
ARCH model
1
ARCH-Modell
1
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Capital income
1
Decision theory
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Undetermined
1
Author
All
Li, Jia
10
Tauchen, George Eugene
4
Todorov, Viktor
4
Aït-Sahalia, Yacine
2
Bollerslev, Tim
2
Jacod, Jean
2
Zhang, Congshan
2
Chen, Rui
1
Li, Qiyuan
1
Liao, Zhipeng
1
Patton, Andrew J.
1
more ...
less ...
Published in...
All
Journal of econometrics
Quantitative Economics
6
Applied Energy
5
Energy Policy
5
Energy policy
5
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Energy
4
Finance research letters
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
MPRA Paper
4
Quantitative economics : QE ; journal of the Econometric Society
4
Chicago Booth Research Paper
3
ERID working paper
3
Pacific-Basin finance journal
3
Sustainability
3
Asia and the Pacific Policy Studies
2
China Agricultural Economic Review
2
Ecological Economics
2
Econometric theory
2
Energy economics
2
International review of economics & finance : IREF
2
Journal of Organizational Behavior
2
Journal of benefit-cost analysis : JBCA
2
Journal of business research : JBR
2
Journal of corporate treasury management : the official publication of the Finance and Treasury Association
2
Journal of management studies : JMS
2
Journal of the American Statistical Association : JASA
2
Marketing letters : a journal of research in marketing
2
Marketing science
2
Physica A: Statistical Mechanics and its Applications
2
Quantitative finance
2
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
2
The European accounting review
2
The review of economics and statistics
2
Transportation Research Part B: Methodological
2
2004 Annual meeting, August 1-4, Denver, CO
1
American economic review
1
Applied economics
1
Applied economics letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
OLC EcoSci
1
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotic inference about predictive accuracy using high frequency data
Li, Jia
;
Patton, Andrew J.
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 223-240
Persistent link: https://www.econbiz.de/10011974659
Saved in:
2
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
3
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
4
Inference theory for volatility functional dependencies
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10011704756
Saved in:
5
Testing for jumps in noisy high frequency data
Aït-Sahalia, Yacine
;
Jacod, Jean
;
Li, Jia
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 207-222
Persistent link: https://www.econbiz.de/10009612749
Saved in:
6
Uniform nonparametric inference for time series
Li, Jia
;
Liao, Zhipeng
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 38-51
Persistent link: https://www.econbiz.de/10012483186
Saved in:
7
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
8
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
9
Optimal nonparametric range-based volatility estimation
Bollerslev, Tim
;
Li, Jia
;
Li, Qiyuan
- In:
Journal of econometrics
238
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10015073787
Saved in:
10
Testing for jumps in noisy high frequency data
Aït-Sahalia, Yacine
;
Jacod, Jean
;
Li, Jia
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 207-223
Persistent link: https://www.econbiz.de/10009969396
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
