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subject:"Germany"
~person:"Mykland, Per A."
~person:"Todorov, Viktor"
~subject:"Börsenkurs"
~subject:"Monte Carlo simulation"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Germany
Börsenkurs
Monte Carlo simulation
Estimation theory
25
Schätztheorie
25
Volatility
19
Volatilität
19
Estimation
11
Schätzung
11
Share price
10
Capital income
9
Kapitaleinkommen
9
Time series analysis
9
Zeitreihenanalyse
9
Market microstructure
8
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8
Stochastic process
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Stochastischer Prozess
8
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6
Martingal
5
Martingale
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
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5
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4
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4
Sampling
4
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4
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3
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Option pricing theory
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Aufsatz in Zeitschrift
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11
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Mykland, Per A.
Todorov, Viktor
Maheswaran, S.
9
Tauchen, George Eugene
9
Lechner, Michael
8
Li, Jia
8
Lütkepohl, Helmut
7
Tsionas, Efthymios G.
7
Kim, Donggyu
6
Winkelmann, Rainer
6
Dufour, Jean-Marie
5
Faff, Robert W.
5
Francq, Christian
5
Koopman, Siem Jan
5
Kumar, Dilip
5
Li, Yong
5
Luger, Richard
5
Shephard, Neil G.
5
Wang, Yazhen
5
Wolters, Jürgen
5
Zhang, Xibin
5
Bauwens, Luc
4
Brooks, Robert
4
Cheung, Yin-Wong
4
Engle, Robert F.
4
Fingleton, Bernard
4
Fičura, Milan
4
Kilian, Lutz
4
Korn, Ralf
4
Lux, Thomas
4
Mills, Terence C.
4
Teräsvirta, Timo
4
Tse, Yiu Kuen
4
Zakoïan, Jean-Michel
4
Agiakloglou, Christos N.
3
Allen, David E.
3
Baltagi, Badi H.
3
Bekaert, Geert
3
Bollerslev, Tim
3
Boubaker, Heni
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Journal of econometrics
8
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 business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of the American Statistical Association : JASA
1
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ECONIS (ZBW)
11
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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
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:
3
Local parametric estimation in high frequency data
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 679-692
Persistent link: https://www.econbiz.de/10012262505
Saved in:
4
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:
5
Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data
Chen, Richard Y.
;
Mykland, Per A.
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 79-103
Persistent link: https://www.econbiz.de/10011897700
Saved in:
6
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:
7
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:
8
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:
9
Between data cleaning and inference : pre-averaging and robust estimators of the efficient price
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 242-262
Persistent link: https://www.econbiz.de/10011705124
Saved in:
10
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:
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