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isPartOf:"Journal of econometrics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of international money and finance"
~person:"Ben Omrane, Walid"
~person:"Neely, Christopher J."
~person:"Tauchen, George Eugene"
~subject:"Schätztheorie"
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Search: subject_exact:"Volatility"
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Schätztheorie
Volatility
20
Volatilität
20
Börsenkurs
10
Share price
10
Estimation
9
Schätzung
9
High-frequency data
8
Stochastic process
8
Stochastischer Prozess
8
Estimation theory
7
Stochastic volatility
6
Capital income
5
Kapitaleinkommen
5
Theorie
5
Theory
5
Time series analysis
5
Zeitreihenanalyse
5
Exchange rate
4
Wechselkurs
4
Martingal
3
Martingale
3
Option pricing theory
3
Optionspreistheorie
3
Semimartingale
3
Specification test
3
Adaptive estimation
2
Beta
2
Beta risk
2
Betafaktor
2
CAPM
2
Exchange rate policy
2
Financial market
2
Finanzmarkt
2
Induktive Statistik
2
Method of moments
2
Momentenmethode
2
Nichtparametrisches Verfahren
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2
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Ben Omrane, Walid
Neely, Christopher J.
Tauchen, George Eugene
Todorov, Viktor
10
Andersen, Torben
6
Li, Jia
6
Kim, Donggyu
5
Li, Yingying
5
Francq, Christian
4
Mykland, Per A.
4
Zakoïan, Jean-Michel
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Meddahi, Nour
3
Park, Joon Y.
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Zhang, Lan
3
Cheung, Yin-Wong
2
Clinet, Simon
2
Fan, Jianqing
2
Gallant, A. Ronald
2
Gouriéroux, Christian
2
Grynkiv, Iaryna
2
Jasiak, Joann
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
Li, Guodong
2
Li, Wai Keung
2
Patton, Andrew J.
2
Potiron, Yoann
2
Wang, Bin
2
Xiu, Dacheng
2
Zhang, Congshan
2
Zhang, Zhiyuan
2
Zheng, Xinghua
2
Zheng, Xu
2
Zhu, Ke
2
Zu, Yang
2
Ahn, Dong-Hyun
1
Ahsan, Nazmul
1
Akbar, Muhammad
1
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Journal of econometrics
International journal of finance & economics : IJFE
Journal of international money and finance
ERID working paper
4
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Nonparametric dynamic modelling
1
Research and Public Information Division working paper series
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[Research and Public Information Division working paper series / Federal Reserve Bank of St. Louis] / Federal Reserve Bank of St. Louis
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ECONIS (ZBW)
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1
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
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2
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:
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
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Estimation of stochastic volatility models with diagnostics
Gallant, A. Ronald
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10001336798
Saved in:
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