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isPartOf:"Journal of applied econometrics"
subject:"Lohnstruktur"
~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"Journal of econometrics"
~person:"Andersen, Torben"
~person:"Todorov, Viktor"
~subject:"Theorie"
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Lohnstruktur
Theorie
Estimation
17
Schätzung
17
Volatility
16
Volatilität
16
Capital income
10
Kapitaleinkommen
10
Estimation theory
9
Schätztheorie
9
Stochastic process
9
Stochastischer Prozess
9
Time series analysis
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Zeitreihenanalyse
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Börsenkurs
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High-frequency data
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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
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Optionspreistheorie
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Stochastic volatility
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Theory
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Beta risk
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Martingal
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Aktienindex
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Jumps
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Laplace transform
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Andersen, Torben
Todorov, Viktor
Pesaran, M. Hashem
7
Koop, Gary
6
Phillips, Peter C. B.
6
Aït-Sahalia, Yacine
4
Clark, Todd E.
4
Marcellino, Massimiliano
4
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3
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3
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3
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3
Shin, Yongcheol
3
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3
Asai, Manabu
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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Journal of applied econometrics
Gabler Edition Wissenschaft
Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
CREATES research paper
2
ERID working paper
2
Working paper / National Bureau of Economic Research, Inc.
2
CREATES Research Paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Economic inquiry : journal of the Western Economic Association International
1
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Quantitative economics : QE ; journal of the Econometric Society
1
SFB 649 discussion paper
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The journal of finance : the journal of the American Finance Association
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The review of economics and statistics
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ECONIS (ZBW)
5
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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
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:
3
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
4
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:
5
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
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