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source:"econis"
~isPartOf:"CESifo working papers"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of econometrics"
~isPartOf:"Risks : open access journal"
~isPartOf:"The econometrics journal"
~person:"Tauchen, George Eugene"
~subject:"Schätzung"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~subject:"Volatility"
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Search: subject_exact:"Time series analysis"
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Schätzung
Stochastischer Prozess
Theorie
Volatility
Time series analysis
6
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6
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5
Estimation theory
5
Schätztheorie
5
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Tauchen, George Eugene
Caporale, Guglielmo Maria
47
Gil-Alaña, Luis A.
41
Phillips, Peter C. B.
19
Pesaran, M. Hashem
16
Taylor, Robert
11
Koop, Gary
10
Lütkepohl, Helmut
8
Todorov, Viktor
8
Yu, Jun
8
McAleer, Michael
7
Swanson, Norman R.
7
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6
Barigozzi, Matteo
6
Hallin, Marc
6
Li, Jia
6
Linton, Oliver
6
Mariano, Roberto S.
6
Park, Joon Y.
6
Plastun, Alex
6
Teräsvirta, Timo
6
Xiao, Zhijie
6
Zakoïan, Jean-Michel
6
Chen, Xiaohong
5
Flaig, Gebhard
5
Francq, Christian
5
Gouriéroux, Christian
5
Horváth, Lajos
5
Kim, Donggyu
5
Koopman, Siem Jan
5
Li, Yingying
5
Ng, Serena
5
Patton, Andrew J.
5
Perron, Pierre
5
Pick, Andreas
5
Shephard, Neil G.
5
Timmermann, Allan
5
Bai, Jushan
4
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4
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CESifo working papers
International journal of theoretical and applied finance
Journal of econometrics
Risks : open access journal
The econometrics journal
ERID working paper
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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Computation and estimation in finance and economics
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Econometrics : open access journal
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Economic Research Initiatives at Duke (ERID) Working Paper
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Journal of financial economics
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Macroeconomic dynamics
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Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
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1
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
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2
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:
3
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:
4
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:
5
Realized Laplace transforms for estimation of jump diffusive volatility models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009301899
Saved in:
6
Activity signature functions for high-frequency data analysis
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
154
(
2010
)
2
,
pp. 125-138
Persistent link: https://www.econbiz.de/10003940085
Saved in:
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