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isPartOf:"Journal of econometrics"
~isPartOf:"Economic modelling"
~isPartOf:"The European journal of finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Grynkiv, Iaryna"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
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2
Estimation theory
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Volatility
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Volatilität
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Grynkiv, Iaryna
Todorov, Viktor
12
Tauchen, George Eugene
8
Andersen, Torben
5
McAleer, Michael
5
Asai, Manabu
4
Aït-Sahalia, Yacine
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Bollerslev, Tim
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Clark, Todd E.
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Creal, Drew
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Li, Jia
3
Marcellino, Massimiliano
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Poon, Aubrey
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Shephard, Neil G.
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Xiu, Dacheng
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Yu, Jun
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Amengual, Dante
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Bondarenko, Oleg
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Boswijk, Herman Peter
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Fisher, Adlai
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Hou, Chenghan
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Jensen, Mark J.
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Kim, Donggyu
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2
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Journal of econometrics
Economic modelling
The European journal of finance
Working paper / National Bureau of Economic Research, Inc.
ERID working paper
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Economic Research Initiatives at Duke (ERID) Working Paper
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Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
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2
Realized Laplace transforms for estimation of jump diffusive volatility models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009301899
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