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subject:"CAPM"
subject:"USA"
~person:"Audrino, Francesco"
~person:"Todorov, Viktor"
~subject:"Volatilität"
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CAPM
USA
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Estimation theory
45
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Audrino, Francesco
Todorov, Viktor
Diebold, Francis X.
21
Swanson, Norman R.
21
Koopman, Siem Jan
20
Tauchen, George Eugene
20
Li, Jia
17
Kan, Raymond
16
Kumar, Dilip
16
Li, Yingying
15
Maheswaran, S.
15
Robotti, Cesare
15
Teräsvirta, Timo
15
Brandt, Michael W.
14
Dufour, Jean-Marie
14
Engle, Robert F.
14
Ghysels, Eric
14
Kim, Donggyu
14
Pesaran, M. Hashem
14
Hafner, Christian M.
13
Singleton, Kenneth J.
12
Härdle, Wolfgang
11
Linton, Oliver
11
Mairesse, Jacques
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Mancino, Maria Elvira
11
Renault, Eric
11
Sentana, Enrique
11
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10
Bollerslev, Tim
10
Daníelsson, Jón
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Hautsch, Nikolaus
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10
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Silvennoinen, Annastiina
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Wang, Yazhen
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9
Caporale, Guglielmo Maria
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9
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ECONIS (ZBW)
28
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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
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
3
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:
4
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:
5
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
Saved in:
6
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:
7
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:
8
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:
9
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
-
2011
Persistent link: https://www.econbiz.de/10009561739
Saved in:
10
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:
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