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subject:"Prognoseverfahren"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~person:"Todorov, Viktor"
~subject:"Aktienmarkt"
~subject:"Capital income"
~type_genre:"Article in journal"
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Prognoseverfahren
Aktienmarkt
Capital income
Estimation
18
Schätzung
18
Volatility
17
Volatilität
17
Kapitaleinkommen
12
Stochastic process
10
Stochastischer Prozess
10
Börsenkurs
9
Share price
9
Estimation theory
8
High-frequency data
8
Schätztheorie
8
Time series analysis
7
Zeitreihenanalyse
7
Option pricing theory
6
Optionspreistheorie
6
Stochastic volatility
6
CAPM
5
Forecasting model
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Beta risk
4
Betafaktor
4
Jumps
4
Risikoprämie
4
Risk premium
4
Martingal
3
Martingale
3
Option trading
3
Options
3
Optionsgeschäft
3
Risiko
3
Risk
3
Theorie
3
Theory
3
Adaptive estimation
2
Aktienindex
2
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2
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12
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Article in journal
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12
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English
12
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Todorov, Viktor
Bollerslev, Tim
11
Andersen, Torben
4
Kelly, Bryan T.
4
Patton, Andrew J.
4
Tauchen, George Eugene
4
Timmermann, Allan
4
Valkanov, Rossen I.
4
Bali, Turan G.
3
Bandi, Federico M.
3
Fan, Jianqing
3
Ghysels, Eric
3
Kim, Donggyu
3
Moskowitz, Tobias J.
3
Quaedvlieg, Rogier
3
Santa-Clara, Pedro
3
Scaillet, Olivier
3
Tamoni, Andrea
3
Xiu, Dacheng
3
Zhou, Guofu
3
Andreou, Elena
2
Aït-Sahalia, Yacine
2
Baltussen, Guido
2
Barroso, Pedro
2
Bekaert, Geert
2
Boons, Martijn
2
Brown, Stephen J.
2
Chernov, Mikhail
2
Christoffersen, Peter F.
2
D'Amico, Stefania
2
Da, Zhi
2
Engle, Robert F.
2
Francq, Christian
2
Gonçalves, Andrei S.
2
Hong, Harrison G.
2
Hong, Yongmiao
2
Huang, Dashan
2
Huang, Shiyang
2
Kaniel, Ron
2
Kilic, Mete
2
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Journal of econometrics
Journal of financial economics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of applied econometrics
1
Quantitative economics : QE ; journal of the Econometric Society
1
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ECONIS (ZBW)
12
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
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:
3
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
4
Tail risk and return predictability for the Japanese equity market
Andersen, Torben
;
Todorov, Viktor
;
Ubukata, Masato
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 344-363
Persistent link: https://www.econbiz.de/10012619430
Saved in:
5
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:
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
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
8
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
9
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
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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