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person:"Engle, Robert F."
~isPartOf:"ERID working paper"
~person:"Todorov, Viktor"
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Search: subject_exact:"Volatility"
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Volatility
6
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Engle, Robert F.
Todorov, Viktor
Tauchen, George Eugene
10
Bollerslev, Tim
6
Grynkiv, Iaryna
2
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ERID working paper
Journal of econometrics
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Discussion paper / Department of Economics, University of California San Diego
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Econometrics Working Papers Archive
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NYU Stern School of Business
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The review of economics and statistics
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Advanced texts in econometrics
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Computing in Economics and Finance 2005
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ECONIS (ZBW)
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1
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559404
Saved in:
2
The Realized Laplace Transform of volatility
Todorov, Viktor
;
Tauchen, George Eugene
-
2011
Persistent link: https://www.econbiz.de/10009560217
Saved in:
3
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
-
2011
Persistent link: https://www.econbiz.de/10009561739
Saved in:
4
Inverse realized Laplace transforms for nonparametric volatility density estimation in jump-diffusions
Todorov, Viktor
;
Tauchen, George Eugene
-
2011
Persistent link: https://www.econbiz.de/10009561745
Saved in:
5
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:
6
Volatility jumps
Tauchen, George Eugene
;
Todorov, Viktor
-
2008
Persistent link: https://www.econbiz.de/10010218853
Saved in:
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