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subject:"EU-Staaten"
subject:"Volatility"
~accessRights:"restricted"
~person:"Buch, Claudia M."
~person:"Chang, Chia-Lin"
~person:"Todorov, Viktor"
~source:"econis"
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EU-Staaten
Volatility
Estimation
26
Schätzung
26
Volatilität
19
Capital income
14
Kapitaleinkommen
14
Time series analysis
11
Zeitreihenanalyse
11
Börsenkurs
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Share price
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Estimation theory
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High-frequency data
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Nichtparametrisches Verfahren
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Option pricing theory
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Optionspreistheorie
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Welt
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Martingal
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Betafaktor
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Factor analysis
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Buch, Claudia M.
Chang, Chia-Lin
Todorov, Viktor
Gupta, Rangan
53
Ma, Feng
25
Bouri, Elie
22
Bahmani-Oskooee, Mohsen
21
Balcilar, Mehmet
19
Pierdzioch, Christian
19
Xuan Vinh Vo
18
Tiwari, Aviral Kumar
17
Wohar, Mark E.
17
Kang, Sang Hoon
16
Mensi, Walid
16
Bollerslev, Tim
13
Gil-Alaña, Luis A.
13
Li, Jia
13
Wei, Yu
13
Wu, Xinyu
13
Yoon, Seong-min
12
Zhu, Huiming
12
Caporale, Guglielmo Maria
11
Kumar, Dilip
11
Lee, Chien-chiang
11
Nonejad, Nima
11
Wang, Yudong
11
Zhang, Yaojie
11
Chevallier, Julien
10
Hammoudeh, Shawkat
10
Jawadi, Fredj
10
Sehgal, Sanjay
10
Sosvilla-Rivero, Simón
10
Brooks, Robert
9
Demirer, Rıza
9
Kelly, Bryan T.
9
McAleer, Michael
9
Apergēs, Nikolaos
8
Clements, Adam
8
Degiannakis, Stavros
8
Ji, Qiang
8
Ma, Jun
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Marcellino, Massimiliano
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Journal of econometrics
8
Journal of financial economics
4
International review of economics & finance : IREF
2
Applied 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
Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
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
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2
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
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3
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:
4
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:
5
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:
6
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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7
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
8
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
9
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
10
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
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