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isPartOf:"Journal of applied econometrics"
subject:"Lohnstruktur"
~isPartOf:"Annales d'économie et de statistique"
~isPartOf:"Journal of econometrics"
~person:"Aït-Sahalia, Yacine"
~person:"Todorov, Viktor"
~subject:"Theorie"
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Lohnstruktur
Theorie
Estimation
21
Schätzung
21
Volatility
18
Volatilität
18
Capital income
11
Kapitaleinkommen
11
Stochastic process
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10
Estimation theory
9
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High-frequency data
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Option pricing theory
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Optionspreistheorie
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Aktienindex
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Beta
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Aït-Sahalia, Yacine
Todorov, Viktor
Pesaran, M. Hashem
7
Koop, Gary
6
Phillips, Peter C. B.
6
Clark, Todd E.
4
Marcellino, Massimiliano
4
Andersen, Torben
3
Blundell, Richard W.
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Duguet, Emmanuel
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Frühwirth-Schnatter, Sylvia
3
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3
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Shin, Yongcheol
3
Steel, Mark F. J.
3
Asai, Manabu
2
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2
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2
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2
Bauwens, Luc
2
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2
Bruneau, Catherine
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Buchinsky, Moshe
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Doz, Catherine
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Gouriéroux, Christian
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2
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Journal of applied econometrics
Annales d'économie et de statistique
Journal of econometrics
The journal of finance : the journal of the American Finance Association
3
CREATES research paper
2
ERID working paper
2
CEA_372Cass working paper series
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CREATES Research Paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Econometrics of imperfect competition
1
Economic Research Initiatives at Duke (ERID) Working Paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Quantitative economics : QE ; journal of the Econometric Society
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Swiss Finance Institute Research Paper
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The review of economics and statistics
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ECONIS (ZBW)
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
3
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
4
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
5
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
6
Econometric analysis of jump-driven stochastic volatility models
Todorov, Viktor
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 12-21
Persistent link: https://www.econbiz.de/10009242565
Saved in:
7
Do option markets correctly price the probabilities of movement of the underlying asset?
Aït-Sahalia, Yacine
;
Wang, Yubo
;
Yared, Francis
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 67-110
Persistent link: https://www.econbiz.de/10001575286
Saved in:
8
Entry-exit decisions of foreign firms and import prices
Aït-Sahalia, Yacine
- In:
Annales d'économie et de statistique
(
1994
),
pp. 219-244
Persistent link: https://www.econbiz.de/10001332964
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