//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of political economy"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Tauchen, George Eugene"
~subject:"Exchange rate"
~subject:"Volatility"
~subject:"Yield curve"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 12 applied filters
Year of publication
From:
To:
Subject
All
EU-Staaten
Exchange rate
Volatility
Yield curve
Estimation
9
Schätzung
9
Estimation theory
7
Schätztheorie
7
Volatilität
7
Stochastic process
6
Stochastischer Prozess
6
Börsenkurs
5
High-frequency data
5
Share price
5
Stochastic volatility
5
Time series analysis
5
Zeitreihenanalyse
5
Capital income
3
Kapitaleinkommen
3
Adaptive estimation
2
Beta
2
Beta risk
2
Betafaktor
2
Martingal
2
Martingale
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Option pricing theory
2
Optionspreistheorie
2
Semimartingale
2
Semiparametric efficiency
2
Specification test
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Asymmetric volatility activity
1
Bayes-Statistik
1
Bayesian inference
1
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
CAPM
1
Efficiency
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Übersichtsarbeit
Article in journal
Aufsatz in Zeitschrift
Language
All
English
7
Author
All
Tauchen, George Eugene
Todorov, Viktor
13
Bollerslev, Tim
9
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Kim, Donggyu
5
Li, Jia
5
McAleer, Michael
5
Xuan Vinh Vo
5
Asai, Manabu
3
Balcilar, Mehmet
3
Brooks, Robert
3
Caporin, Massimiliano
3
Fan, Jianqing
3
Francq, Christian
3
Park, Joon Y.
3
Patton, Andrew J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Yin, Libo
3
Zakoïan, Jean-Michel
3
Zhou, Hao
3
Ahmad, Ahmad Hassan
2
Barigozzi, Matteo
2
Beckmann, Joscha
2
Bekaert, Geert
2
Bibinger, Markus
2
Bouri, Elie
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chen, Shyh-Wei
2
Chiang, Thomas C.
2
Christensen, Kim
2
Creal, Drew
2
Diebold, Francis X.
2
Do, Hung Xuan
2
Ergemen, Yunus Emre
2
Feng, Jiabao
2
Fleming, Jeff
2
Gallo, Giampiero M.
2
more ...
less ...
Published in...
All
International review of economics & finance : IREF
Journal of econometrics
Journal of political economy
The journal of finance : the journal of the American Finance Association
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Computation and estimation in finance 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
Econometrics : open access journal
1
Journal of financial economics
1
Macroeconomic dynamics
1
Quantitative economics : QE ; journal of the Econometric Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
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
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
6
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
Saved in:
7
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->