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subject:"India"
~accessRights:"restricted"
~person:"Massmann, Michael"
~person:"Todorov, Viktor"
~subject:"Stochastic process"
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India
Stochastic process
Estimation theory
11
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Massmann, Michael
Todorov, Viktor
Li, Jia
5
Park, Joon Y.
4
Tauchen, George Eugene
4
Tsionas, Efthymios G.
4
Cai, Jun
3
Cui, Zhenyu
3
Horrace, William C.
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John, Joice
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Kim, Donggyu
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Kristensen, Dennis
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Lam, Henry
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Li, Dong
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Lucas, André
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Manresa, Elena
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Parmeter, Christopher F.
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Peng, Yijie
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Sentana, Enrique
3
Wang, Bin
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Wang, Yazhen
3
Zakoïan, Jean-Michel
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Zhu, Ke
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Ahsan, Nazmul
2
Akira Toda, Alexis
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Andersen, Torben
2
Avanzi, Benjamin
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Battese, George E.
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Journal of econometrics
5
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)
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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
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2
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
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3
Estimating structural parameters in regression models with adaptive learning
Christopeit, Norbert
;
Massmann, Michael
- In:
Econometric theory
34
(
2018
)
1
,
pp. 68-111
Persistent link: https://www.econbiz.de/10011950924
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4
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:
5
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:
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
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
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