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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Theorie
48
Theory
48
Volatility
48
Volatilität
48
Estimation theory
38
Schätztheorie
38
Time series analysis
36
Zeitreihenanalyse
36
Bootstrap approach
34
Bootstrap-Verfahren
34
Forecasting model
24
Prognoseverfahren
24
Estimation
23
Schätzung
23
Stochastic process
23
Stochastischer Prozess
23
Capital income
16
Market microstructure
16
Marktmikrostruktur
16
Noise Trading
16
Noise trading
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Lieferkette
15
Supply chain
15
Welt
12
World
12
Betriebliche Kreislaufwirtschaft
10
Börsenkurs
10
China
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Reverse logistics
10
Share price
10
CAPM
9
Regression analysis
9
Regressionsanalyse
9
Induktive Statistik
8
Panel
8
Panel study
8
Statistical inference
8
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8
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English
16
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Hounyo, Ulrich
8
Meddahi, Nour
8
Gonçalves, Sílvia
7
Liu, Zhi
5
Varneskov, Rasmus Tangsgaard
3
Liu, Junwei
2
Wang, Kent
2
Dovonon, Prosper
1
Gonc̜alves, Sílva
1
Jing, Bingyi
1
Koike, Yuta
1
Kong, Xin-Bing
1
Liu, Qiang
1
Perron, Pierre
1
Voev, Valeri
1
Zhang, Chuanhai
1
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CREATES research paper
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
Asian Finance Association (AsFA) 2013 Conference
1
Econometric theory
1
IDEI working papers
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Pacific-Basin finance journal
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Quantitative finance
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ECONIS (ZBW)
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Flat-top realized Kernel estimation of quadratic covariation with nonsynchronous and noisy asset prices
Varneskov, Rasmus Tangsgaard
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011691138
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2
Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility
Wang, Kent
;
Liu, Junwei
;
Liu, Zhi
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1777-1786
Persistent link: https://www.econbiz.de/10009729461
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3
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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4
Jumps at ultra-high frequency : evidence from the Chinese stock market
Zhang, Chuanhai
;
Liu, Zhi
;
Liu, Qiang
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013332776
Saved in:
5
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2013
Persistent link: https://www.econbiz.de/10009790617
Saved in:
6
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns
Gonc̜alves, Sílva
;
Hounyo, Ulrich
;
Meddahi, Nour
-
2013
Persistent link: https://www.econbiz.de/10009719165
Saved in:
7
Bootstrap inference for pre-averaged realized volatility based on nonoverlapping returns
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Meddahi, Nour
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 679-707
Persistent link: https://www.econbiz.de/10010512286
Saved in:
8
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2016
Persistent link: https://www.econbiz.de/10011479764
Saved in:
9
Bootrstrapping high-frequency jump tests
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Hounyo, Ulrich
; …
-
2016
Persistent link: https://www.econbiz.de/10011479788
Saved in:
10
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2017
Persistent link: https://www.econbiz.de/10011731265
Saved in:
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