//--> //--> //--> //-->
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
person:"Audrino, Francesco"
type_genre:"Arbeitspapier"
~person:"Todorov, Viktor"
~subject:"Estimation"
~subject:"Multivariate analysis"
~type_genre:"Article in journal"
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 theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Multivariate analysis
Estimation theory
34
Schätztheorie
34
Schätzung
18
Volatility
18
Volatilität
18
Time series analysis
14
Zeitreihenanalyse
14
ARCH model
10
ARCH-Modell
10
Stochastic process
10
Stochastischer Prozess
10
USA
9
United States
9
Börsenkurs
8
Forecasting model
8
Prognoseverfahren
8
Share price
8
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Capital income
6
Kapitaleinkommen
6
High-frequency data
5
Market microstructure
5
Marktmikrostruktur
5
Option pricing theory
5
Optionspreistheorie
5
Stochastic volatility
5
Bond market
4
Correlation
4
Dynamic programming
4
Dynamische Optimierung
4
Korrelation
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Multivariate Analyse
4
Option trading
4
Optionsgeschäft
4
Rentenmarkt
4
more ...
less ...
Online availability
All
Free
9
Undetermined
8
Type of publication
All
Article
13
Book / Working Paper
9
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
Aufsatz in Zeitschrift
13
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
All
English
22
Author
All
Audrino, Francesco
Todorov, Viktor
Gao, Jiti
37
Linton, Oliver
28
Kapetanios, George
25
Pesaran, M. Hashem
24
Cai, Zongwu
23
Härdle, Wolfgang
23
Marcellino, Massimiliano
19
Hsu, Yu-Chin
18
Kumbhakar, Subal
16
Koop, Gary
15
Lütkepohl, Helmut
15
Tauchen, George Eugene
15
Su, Liangjun
14
Phillips, Peter C. B.
13
Hafner, Christian M.
12
Hoderlein, Stefan
12
Jochmans, Koen
12
Sentana, Enrique
12
Shephard, Neil G.
12
Weidner, Martin
12
Baltagi, Badi H.
11
Berg, Gerard J. van den
11
Diebold, Francis X.
11
Fang, Ying
11
Gouriéroux, Christian
11
Kitagawa, Toru
11
Lechner, Michael
11
Card, David E.
10
Fernández-Val, Iván
10
Herwartz, Helmut
10
Huber, Florian
10
Koopman, Siem Jan
10
Lee, David S.
10
Park, Joon Y.
10
Pei, Zhuan
10
Zakoïan, Jean-Michel
10
Hautsch, Nikolaus
9
Hsiao, Cheng
9
more ...
less ...
Published in...
All
Journal of econometrics
8
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Working papers on finance
3
ERID working paper
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
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
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:
5
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
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
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
-
2011
Persistent link: https://www.econbiz.de/10009561739
Saved in:
8
Estimating the volatility occupation time via regularized Laplace inversion
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1253-1288
Persistent link: https://www.econbiz.de/10011661745
Saved in:
9
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:
10
Realized Laplace Transforms for estimation of jump diffusive volatility models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
-
2010
Persistent link: https://www.econbiz.de/10009560323
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->