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Volatilität
China
43
Theorie
34
Theory
34
Estimation theory
31
Schätztheorie
31
Volatility
31
Börsenkurs
22
Share price
22
Time series analysis
22
Zeitreihenanalyse
22
Estimation
17
Schätzung
17
Stochastic process
16
Stochastischer Prozess
16
Financial crisis
13
Finanzkrise
13
Martingal
13
Martingale
13
Risiko
12
Risk
12
Forecasting model
11
Prognoseverfahren
11
Induktive Statistik
10
Statistical inference
10
Corporate Governance
9
Corporate governance
9
Führungskräfte
9
High-frequency data
9
Managers
9
Statistical test
9
Statistischer Test
9
Artificial intelligence
8
Consumer behaviour
8
Corporate Social Responsibility
8
Corporate social responsibility
8
Konsumentenverhalten
8
Künstliche Intelligenz
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
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Undetermined
18
Free
10
CC license
1
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Article
23
Book / Working Paper
8
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Article in journal
23
Aufsatz in Zeitschrift
23
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
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English
31
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All
Li, Jia
29
Tauchen, George Eugene
8
Todorov, Viktor
8
Bollerslev, Tim
7
Xiu, Dacheng
3
Li, Qiyuan
2
Liao, Zhipeng
2
Liu, Yunxiao
2
Phillips, Peter C. B.
2
Shi, Shuping
2
Xue, Yuan
2
Yu, Jun
2
Zhang, Congshan
2
Aït-Sahalia, Yacine
1
Chaves, Leonardo Salim Saker
1
Chen, Rui
1
Chen, Yun
1
Ding, Rui
1
Guo, Shimin
1
Huang, Zhuo
1
Jacod, Jean
1
Lin, Huidi
1
Liu, Jianguo
1
Patton, Andrew J.
1
Quaedvlieg, Rogier
1
Shen, Yan
1
Sun, Youfa
1
Wang, Dishen
1
Wang, Jingyi
1
Yang, Jianfei
1
Yuan, George
1
Yuan, Steven
1
Zhang, Qiushi
1
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Journal of econometrics
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Chicago Booth Research Paper
2
Econometric theory
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Quantitative economics : QE ; journal of the Econometric Society
2
CREATES research paper
1
Cowles Foundation discussion paper
1
ERID working paper
1
Finance research letters
1
International journal of financial engineering
1
International review of finance
1
The review of economic studies
1
The review of economic studies : RES
1
The review of economics and statistics
1
Working paper
1
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ECONIS (ZBW)
31
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1
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31
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1
Disclosure of downside risk and investors' use of qualitative information : evidence from the IPO prospectus's risk factor section
Ding, Rui
- In:
International review of finance
16
(
2016
)
1
,
pp. 73-126
Persistent link: https://www.econbiz.de/10011713684
Saved in:
2
Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa
;
Yuan, George
;
Guo, Shimin
;
Liu, Jianguo
; …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403136
Saved in:
3
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:
4
Robust estimation and inference for jumps in noisy high frequency data : a local-to-continuity theory for the pre-averaging method
Li, Jia
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1673-1693
Persistent link: https://www.econbiz.de/10009793469
Saved in:
5
Volatility and public news announcements
Bollerslev, Tim
;
Li, Jia
;
Xue, Yuan
-
2016
Persistent link: https://www.econbiz.de/10011524097
Saved in:
6
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:
7
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:
8
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:
9
Estimating the volatility occupation time via regularized Laplace inversion
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1253-1288
Persistent link: https://www.econbiz.de/10011661745
Saved in:
10
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
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