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language:"nor"
~isPartOf:"Journal of econometrics"
~isPartOf:"Labour economics : official journal of the European Association of Labour Economists"
~language:"bos"
~language:"eng"
~language:"hun"
~language:"pol"
~language:"rus"
~language:"zho"
~person:"Aït-Sahalia, Yacine"
~person:"Cerovecki, Clément"
~person:"Todorov, Viktor"
~subject:"Börsenkurs"
~subject:"Stochastischer Prozess"
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Börsenkurs
Stochastischer Prozess
Estimation
20
Schätzung
20
Volatility
18
Volatilität
18
Stochastic process
11
Capital income
10
Estimation theory
10
Kapitaleinkommen
10
Schätztheorie
10
Time series analysis
9
Zeitreihenanalyse
9
High-frequency data
8
Share price
7
Theorie
7
Theory
7
Stochastic volatility
6
CAPM
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Option pricing theory
5
Optionspreistheorie
5
Beta risk
4
Betafaktor
4
Factor analysis
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Faktorenanalyse
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Forecasting model
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Martingal
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Martingale
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ARCH model
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ARCH-Modell
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Adaptive estimation
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Aktienindex
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Beta
2
Induktive Statistik
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Aït-Sahalia, Yacine
Cerovecki, Clément
Todorov, Viktor
Tauchen, George Eugene
7
Li, Jia
5
Bollerslev, Tim
4
Kim, Donggyu
4
Andersen, Torben
3
Wang, Yazhen
3
Andreou, Elena
2
Asai, Manabu
2
Christensen, Kim
2
Creal, Drew
2
Francq, Christian
2
Grynkiv, Iaryna
2
Hounyo, Ulrich
2
McAleer, Michael
2
Park, Joon Y.
2
Thyrsgaard, Martin
2
Wang, Bin
2
Xiu, Dacheng
2
Zakoïan, Jean-Michel
2
Zhang, Congshan
2
Zhou, Hao
2
Amengual, Dante
1
Atkinson, Scott Estes
1
Baldovin, Fulvio
1
Bandi, Federico M.
1
Bekaert, Geert
1
Bhargava, Alok
1
Bibinger, Markus
1
Bondarenko, Oleg
1
Bouezmarni, Taoufik
1
Calvet, Laurent E.
1
Caporin, Massimiliano
1
Caraglio, Michele
1
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1
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1
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Chan, Joshua C. C.
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Journal of econometrics
Labour economics : official journal of the European Association of Labour Economists
Journal of financial economics
4
CREATES research paper
3
ERID working paper
3
Quantitative economics : QE ; journal of the Econometric Society
2
Working paper / National Bureau of Economic Research, Inc.
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 business & economic statistics : JBES ; a publication of the American Statistical Association
1
NBER Working Paper
1
NBER working paper series
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)
14
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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
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
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:
4
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
Saved in:
5
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
6
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:
7
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:
8
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:
9
Market-based estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Amengual, Dante
;
Manresa, Elena
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 418-435
Persistent link: https://www.econbiz.de/10011499700
Saved in:
10
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:
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