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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~person:"Todorov, Viktor"
~subject:"Bayes-Statistik"
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Zeitreihenanalyse
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Estimation theory
10
Schätztheorie
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Volatility
10
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10
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8
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8
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Todorov, Viktor
Tsionas, Efthymios G.
13
Gao, Jiti
12
Phillips, Peter C. B.
11
Li, Jia
9
Kapetanios, George
8
Koopman, Siem Jan
8
Linton, Oliver
8
Lütkepohl, Helmut
8
Schorfheide, Frank
8
Zhang, Xinyu
8
Zhu, Ke
8
Marcellino, Massimiliano
7
Shang, Han Lin
7
Taylor, Robert
7
Teräsvirta, Timo
7
Wang, Shouyang
7
Baltagi, Badi H.
6
Demetrescu, Matei
6
Kim, Donggyu
6
Li, Degui
6
Li, Yingying
6
Lucas, André
6
Nielsen, Morten Ørregaard
6
Tauchen, George Eugene
6
Zhang, Xibin
6
Ardia, David
5
Blasques, Francisco
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Chan, Joshua
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Chaturvedi, Anoop
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Davis, Richard A.
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Dong, Chaohua
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Fan, Jianqing
5
Fernández-Villaverde, Jesús
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Francq, Christian
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Han, Xiaoyi
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Hong, Yongmiao
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Koop, Gary
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Journal of econometrics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
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Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
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:
3
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:
4
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
Saved in:
5
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:
6
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
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