//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
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:"Todorov, Viktor"
~subject:"Stochastic process"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 11 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Estimation
14
Schätzung
14
Volatility
13
Volatilität
13
Stochastischer Prozess
9
Capital income
8
Estimation theory
8
Kapitaleinkommen
8
Schätztheorie
8
Börsenkurs
7
High-frequency data
7
Share price
7
Time series analysis
7
Zeitreihenanalyse
7
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Stochastic volatility
5
Option pricing theory
4
Optionspreistheorie
4
Beta risk
3
Betafaktor
3
CAPM
3
Martingal
3
Martingale
3
Theorie
3
Theory
3
Adaptive estimation
2
Aktienindex
2
Beta
2
Forecasting model
2
Induktive Statistik
2
Jumps
2
Laplace transform
2
Option trading
2
Options
2
Optionsgeschäft
2
Prognoseverfahren
2
Semimartingale
2
Semiparametric efficiency
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
Norwegian
Bosnian
English
Hungarian
Polish
Russian
Chinese
Author
All
Todorov, Viktor
Tauchen, George Eugene
6
Bollerslev, Tim
3
Li, Jia
3
Asai, Manabu
2
Creal, Drew
2
Grynkiv, Iaryna
2
Kim, Donggyu
2
McAleer, Michael
2
Park, Joon Y.
2
Wang, Bin
2
Wang, Yazhen
2
Zhou, Hao
2
Amengual, Dante
1
Andersen, Torben
1
Atkinson, Scott Estes
1
Aït-Sahalia, Yacine
1
Bandi, Federico M.
1
Bondarenko, Oleg
1
Calvet, Laurent E.
1
Cerovecki, Clément
1
Chaker, Selma
1
Chan, Joshua
1
Chan, Joshua C. C.
1
Chang, Jinyuan
1
Chavez-Demoulin, V.
1
Chen, Rui
1
Choi, Yongok
1
Christensen, Kim
1
Cui, Xiangyu
1
Das, Sanjiv R.
1
Das, Tirthatanmoy
1
Dellaportas, Petros
1
Deschamps, Jean-Philippe
1
Duong, Diep
1
Embrechts, Paul
1
Fearnley, Marcus
1
Fernandes, Marcelo
1
Fernández-Villaverde, Jesús
1
Fisher, Adlai
1
more ...
less ...
Published in...
All
Journal of econometrics
Labour economics : official journal of the European Association of Labour Economists
ERID working 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
Journal of financial economics
1
Quantitative economics : QE ; journal of the Econometric Society
1
SFB 649 discussion paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
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
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:
6
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
7
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:
8
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:
9
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->