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source:"econis"
subject:"Kapitaleinkommen"
~accessRights:"restricted"
~person:"Ang, Andrew"
~person:"Todorov, Viktor"
~subject:"Nichtparametrisches Verfahren"
~subject:"Theory"
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Kapitaleinkommen
Nichtparametrisches Verfahren
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Estimation
25
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25
Volatility
17
Volatilität
17
Capital income
15
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12
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12
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8
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Ang, Andrew
Todorov, Viktor
Gupta, Rangan
69
Zaremba, Adam
50
Marcellino, Massimiliano
23
Balcilar, Mehmet
22
Wohar, Mark E.
21
Tiwari, Aviral Kumar
19
Gil-Alaña, Luis A.
18
Kumbhakar, Subal
18
Ma, Feng
18
Narayan, Paresh Kumar
18
Pierdzioch, Christian
18
Wang, Yudong
18
Serletis, Apostolos
17
Zhang, Yaojie
17
Jawadi, Fredj
15
McMillan, David G.
15
Long, Huaigang
14
Apergēs, Nikolaos
13
Bouri, Elie
13
Kelly, Bryan T.
13
Xuan Vinh Vo
13
Cakici, Nusret
12
Bollerslev, Tim
11
Chiang, Thomas C.
11
Demirer, Rıza
11
Lee, Chien-chiang
11
Salisu, Afees A.
11
Sehgal, Sanjay
11
Shahzad, Syed Jawad Hussain
11
Timmermann, Allan
11
Yin, Libo
11
Bahmani-Oskooee, Mohsen
10
Bali, Turan G.
10
Bekiros, Stelios
10
Chan, Joshua
10
Hammoudeh, Shawkat
10
Kumar, Dilip
10
Li, Bin
10
Nonejad, Nima
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7
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4
Working paper / National Bureau of Economic Research, Inc.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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 applied econometrics
1
The journal of retirement : JOR
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ECONIS (ZBW)
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1
Testing the dimensionality of policy shocks
Li, Jia
;
Todorov, Viktor
;
Zhang, Qiushi
- In:
The review of economics and statistics
106
(
2024
)
2
,
pp. 470-482
Persistent link: https://www.econbiz.de/10014536844
Saved in:
2
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
3
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:
4
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
5
Optimal claiming of social security benefits
Diamond, Steven
;
Boyd, Stephen P.
;
Greenberg, David
; …
- In:
The journal of retirement : JOR
10
(
2023
)
3
,
pp. 33-46
Persistent link: https://www.econbiz.de/10014233244
Saved in:
6
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
7
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:
8
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:
9
Tail risk and return predictability for the Japanese equity market
Andersen, Torben
;
Todorov, Viktor
;
Ubukata, Masato
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 344-363
Persistent link: https://www.econbiz.de/10012619430
Saved in:
10
The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10012262503
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