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subject:"Großbritannien"
subject:"Volatilität"
~person:"Todorov, Viktor"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Article in journal"
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Großbritannien
Volatilität
Nichtparametrisches Verfahren
Estimation theory
12
Schätztheorie
12
Volatility
12
Estimation
10
Schätzung
10
Stochastic process
8
Stochastischer Prozess
8
Börsenkurs
7
Share price
7
Time series analysis
7
Zeitreihenanalyse
7
Capital income
5
High-frequency data
5
Kapitaleinkommen
5
Stochastic volatility
5
Nonparametric statistics
4
Martingal
3
Martingale
3
Option pricing theory
3
Options
3
Optionspreistheorie
3
Adaptive estimation
2
Beta
2
Beta risk
2
Betafaktor
2
Induktive Statistik
2
Jumps
2
Laplace transform
2
Option trading
2
Optionsgeschäft
2
Regression analysis
2
Regressionsanalyse
2
Semimartingale
2
Semiparametric efficiency
2
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2
Statistical inference
2
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1
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English
12
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Todorov, Viktor
Linton, Oliver
37
Li, Qi
30
Su, Liangjun
21
Florens, Jean-Pierre
19
Gao, Jiti
19
Chen, Xiaohong
18
Parmeter, Christopher F.
18
Chen, Songnian
17
Kumar, Dilip
17
Kumbhakar, Subal
17
Racine, Jeffrey
17
Simar, Léopold
17
Cai, Zongwu
16
Sun, Yiguo
15
Li, Degui
14
Maheswaran, S.
14
Tsionas, Efthymios G.
14
Ullah, Aman
14
Escanciano, Juan Carlos
13
Horowitz, Joel
13
Lewbel, Arthur
13
Henderson, Daniel J.
12
Phillips, Peter C. B.
12
Fan, Jianqing
11
Hoderlein, Stefan
11
Li, Jia
11
White, Halbert
11
Kristensen, Dennis
10
Otsu, Taisuke
10
Tauchen, George Eugene
10
Van Keilegom, Ingrid
10
Breunig, Christoph
9
Mammen, Enno
9
Newey, Whitney K.
9
Robinson, Peter M.
9
Xiao, Zhijie
9
Yao, Feng
9
Zhang, Xibin
9
Ai, Chunrong
8
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Journal of econometrics
10
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
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ECONIS (ZBW)
12
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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
Estimating the volatility occupation time via regularized Laplace inversion
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1253-1288
Persistent link: https://www.econbiz.de/10011661745
Saved in:
10
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:
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