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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:"Lechner, Michael"
~person:"Todorov, Viktor"
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Search: subject_exact:"Estimation"
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Estimation
25
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Volatility
17
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10
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Aït-Sahalia, Yacine
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9
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8
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8
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8
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3
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3
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Journal of econometrics
Labour economics : official journal of the European Association of Labour Economists
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
19
Discussion paper series / IZA
17
Discussion paper / Centre for Economic Policy Research
13
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8
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5
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Quantitative economics : QE ; journal of the Econometric Society
2
University of St. Gallen, Department of Economics, Discussion Paper
2
A modern guide to sports economics
1
Annales d'économie et de statistique
1
Brown University Economics Working Paper
1
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Econometrics of imperfect competition
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Essays in empirical economics using microeconometric and causal machine learning methods
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IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
1
ISSC discussion paper series
1
Journal of health economics
1
Journal of human resources : JHR
1
Journal of labor economics
1
NBER Working Paper
1
NBER working paper series
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Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
25
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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
Tail risk and return predictability for the Japanese equity market
Andersen, Torben
;
Todorov, Viktor
;
Ubukata, Masato
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 344-363
Persistent link: https://www.econbiz.de/10012619430
Saved in:
6
Does the estimation of the propensity score by machine learning improve matching estimation? : the case of Germany's programmes for long term unemployed
Goller, Daniel
;
Lechner, Michael
;
Moczall, Andreas
; …
- In:
Labour economics : official journal of the European …
65
(
2020
)
Persistent link: https://www.econbiz.de/10012522902
Saved in:
7
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
8
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
9
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:
10
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
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