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person:"Engle, Robert F."
~person:"Todorov, Viktor"
~subject:"Aktienindex"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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Aktienindex
Volatility
56
Volatilität
56
Estimation
28
Schätzung
28
Capital income
22
Kapitaleinkommen
22
Börsenkurs
20
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20
Stochastic process
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Stochastischer Prozess
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Theorie
14
Theory
14
Estimation theory
13
Schätztheorie
13
Option pricing theory
12
Optionspreistheorie
12
Time series analysis
12
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12
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10
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10
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Engle, Robert F.
Todorov, Viktor
Shaikh, Imlak
10
Padhi, Puja
6
Qiao, Gaoxiu
6
Clements, Adam
5
McAleer, Michael
5
Ané, Thierry
4
Badshah, Ihsan Ullah
4
Becker, Ralf
4
Bouri, Elie
4
Chatrath, Arjun
4
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Lee, Hsiu-chuan
4
Lu, Xinjie
4
Rodrigues, Paulo Jorge Maurício
4
Tiwari, Aviral Kumar
4
Tse, Yiuman
4
Ahmad Monir Abdullah
3
Ajmi, Ahdi Noomen
3
Aloui, Chaker
3
Apergēs, Nikolaos
3
Bakhshi, Priti
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Barai, Parama
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Bollerslev, Tim
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Chaiyuth Padungsaksawasdi
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Chang, Bisharat Hussain
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Chang, Chia-Lin
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Dufrénot, Gilles
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Fakhfekh, Mohamed
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Lau, Chi Keung
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Liang, Chao
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Linton, Oliver
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Journal of econometrics
4
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 risk
1
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ECONIS (ZBW)
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1
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:
2
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:
3
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
4
A practical guide to volatility forecasting through calm and storm
Brownlees, Christian
;
Engle, Robert F.
;
Kelly, Bryan T.
- In:
Journal of risk
14
(
2011/12
)
2
,
pp. 3-22
Persistent link: https://www.econbiz.de/10009422364
Saved in:
5
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
6
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
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