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person:"Sahadevan, K. G."
subject:"India"
~person:"Arize, Augustine Chuck"
~person:"Kaur, Gian"
~person:"Todorov, Viktor"
~subject:"Estimation"
~subject:"Zahlungsbilanz"
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Search: subject_exact:"Estimation theory"
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India
Estimation
Zahlungsbilanz
Estimation theory
38
Schätztheorie
38
Volatility
20
Volatilität
20
Schätzung
16
Stochastic process
12
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12
Time series analysis
11
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11
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9
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Indien
8
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8
Theory
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6
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Option pricing theory
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1973-1985
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25
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Sahadevan, K. G.
Arize, Augustine Chuck
Kaur, Gian
Todorov, Viktor
Pesaran, M. Hashem
43
Gao, Jiti
41
Linton, Oliver
32
Kapetanios, George
31
Cai, Zongwu
23
Diebold, Francis X.
22
Marcellino, Massimiliano
20
Koop, Gary
19
Hsu, Yu-Chin
18
Kumbhakar, Subal
17
Winkelmann, Rainer
17
Chudik, Alexander
16
Härdle, Wolfgang
16
Lütkepohl, Helmut
16
Tauchen, George Eugene
16
Baltagi, Badi H.
15
Heckman, James J.
15
Hsiao, Cheng
15
Koopman, Siem Jan
15
Lechner, Michael
15
Su, Liangjun
15
Hoderlein, Stefan
14
Kim, Donggyu
14
Pei, Zhuan
14
Phillips, Peter C. B.
14
Jochmans, Koen
13
Schorfheide, Frank
13
Weber, Andrea
13
Weidner, Martin
13
Fernández-Villaverde, Jesús
12
Kamaiah, Bandi
12
Swanson, Norman R.
12
Bailey, Natalia
11
Bekaert, Geert
11
Berg, Gerard J. van den
11
Escanciano, Juan Carlos
11
Fang, Ying
11
Hautsch, Nikolaus
11
Huber, Florian
11
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Journal of econometrics
8
ERID working paper
2
The Indian economic journal
2
The Indian journal of economics
2
Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
1
Applied economics
1
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
1
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
Economic Research Initiatives at Duke (ERID) Working Paper
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International journal of financial research
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International review of economics & finance : IREF
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ECONIS (ZBW)
25
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
-
2011
Persistent link: https://www.econbiz.de/10009561739
Saved in:
8
Volatility Activity : Specification and Estimation
Todorov, Viktor
-
2011
The paper examines volatility activity and its asymmetry and undertakes further specification analysis of volatility models based on it. We develop new nonparametric statistics using high frequency option-based VIX data to test for asymmetry in volatility jumps. We also develop methods to...
Persistent link: https://www.econbiz.de/10013119659
Saved in:
9
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:
10
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
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