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isPartOf:"Journal of applied econometrics"
subject:"Lohnstruktur"
~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~person:"Todorov, Viktor"
~subject:"Option trading"
~subject:"Theorie"
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Lohnstruktur
Option trading
Theorie
Estimation
17
Schätzung
17
Volatility
15
Volatilität
15
Capital income
11
Kapitaleinkommen
11
Stochastic process
10
Stochastischer Prozess
10
Estimation theory
8
High-frequency data
8
Schätztheorie
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Time series analysis
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Zeitreihenanalyse
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Börsenkurs
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Share price
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Option pricing theory
5
Optionspreistheorie
5
Stochastic volatility
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CAPM
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Martingal
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Martingale
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Theory
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Beta risk
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Betafaktor
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Forecasting model
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Jumps
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Prognoseverfahren
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Semimartingale
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Adaptive estimation
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Aktienindex
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Beta
2
Factor analysis
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Faktorenanalyse
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Induktive Statistik
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Todorov, Viktor
Pesaran, M. Hashem
8
Koop, Gary
6
Marcellino, Massimiliano
6
Phillips, Peter C. B.
6
Steel, Mark F. J.
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Clark, Todd E.
4
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4
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4
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4
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4
Tauchen, George Eugene
4
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3
Bollerslev, Tim
3
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3
Diebold, Francis X.
3
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3
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3
Frühwirth-Schnatter, Sylvia
3
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3
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Journal of applied econometrics
Gabler Edition Wissenschaft
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
CREATES research paper
2
ERID working paper
2
CREATES Research Paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Journal of financial economics
1
Quantitative economics : QE ; journal of the Econometric Society
1
SFB 649 discussion paper
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
6
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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
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
3
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
4
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
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
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