//--> //--> //--> //-->
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:"India"
~person:"Cui, Zhenyu"
~person:"Todorov, Viktor"
~subject:"Stichprobenerhebung"
~subject:"Stochastic process"
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 theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
India
Stichprobenerhebung
Stochastic process
Estimation theory
36
Schätztheorie
36
Volatility
22
Volatilität
22
Stochastischer Prozess
17
Estimation
14
Schätzung
14
Time series analysis
13
Zeitreihenanalyse
13
Option pricing theory
10
Optionspreistheorie
10
Börsenkurs
9
Share price
9
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Capital income
6
Kapitaleinkommen
6
Statistical distribution
6
Statistische Verteilung
6
High-frequency data
5
Stochastic volatility
5
Simulation
4
Derivat
3
Derivative
3
Martingal
3
Martingale
3
Options
3
ARCH model
2
ARCH-Modell
2
Adaptive estimation
2
Beta
2
Beta risk
2
Betafaktor
2
Bias
2
Induktive Statistik
2
Jumps
2
Laplace transform
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
more ...
less ...
Online availability
All
Undetermined
9
Free
7
Type of publication
All
Article
11
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
18
Author
All
Cui, Zhenyu
Todorov, Viktor
Phillips, Peter C. B.
24
Koopman, Siem Jan
14
Kamaiah, Bandi
12
Aït-Sahalia, Yacine
11
Mykland, Per A.
11
Tauchen, George Eugene
11
McAleer, Michael
10
Andrews, Donald W. K.
9
Brakel, Jan A. van den
9
Schorfheide, Frank
9
Ait-Sahalia, Yacine
8
Chernozhukov, Victor
8
Christopeit, Norbert
8
Gao, Jiti
8
Ghysels, Eric
8
Li, Degui
8
Lucas, André
8
Massmann, Michael
8
Pesaran, M. Hashem
8
Spokojnyj, Vladimir G.
8
Takahashi, Akihiko
8
Battese, George Edward
7
Carlson, Alyssa
7
Chan, Joshua
7
Chaudhuri, Arijit
7
Coelli, Tim
7
Corradi, Valentina
7
Herbst, Edward P.
7
Kristensen, Dennis
7
Strachan, Rodney W.
7
Tsionas, Efthymios G.
7
Wywiał, Janusz
7
Yu, Jun
7
Brandt, Michael W.
6
Escanciano, Juan Carlos
6
Heckman, James J.
6
Horowitz, Joel
6
Huber, Martin
6
more ...
less ...
Published in...
All
Journal of econometrics
7
ERID working paper
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
INFORMS journal on computing : JOC
1
International journal of financial engineering
1
Operations research letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
11
-
18
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
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:
12
Inverse realized Laplace transforms for nonparametric volatility density estimation in jump-diffusions
Todorov, Viktor
;
Tauchen, George Eugene
-
2011
Persistent link: https://www.econbiz.de/10009561745
Saved in:
13
Inverse Realized Laplace Transforms for Nonparametric Volatility Estimation in Jump-Diffusions
Todorov, Viktor
-
2011
We develop a nonparametric estimator of the stochastic volatility density of a discretely-observed Ito semimartingale in the setting of an increasing time span and finer mesh of the observation grid. There are two steps. The first is aggregating the high-frequency increments into the realized...
Persistent link: https://www.econbiz.de/10013119658
Saved in:
14
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:
15
Realized Laplace Transforms for estimation of jump diffusive volatility models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
-
2010
Persistent link: https://www.econbiz.de/10009560323
Saved in:
16
Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models
Todorov, Viktor
-
2010
We develop a new efficient and analytically tractable method for estimation of parametric volatility models that is robust to price-level jumps and generally has good finite sample properties. The method entails first integrating intra-day data into the Realized Laplace Transform of volatility,...
Persistent link: https://www.econbiz.de/10013137409
Saved in:
17
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:
18
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:
First
Prev
1
2
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->