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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Todorov, Viktor"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
~subject:"IV-Schätzung"
~subject:"Induktive Statistik"
~subject:"Statistische Methodenlehre"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Collection of articles of several authors"
~type_genre:"Non-commercial literature"
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Regressionsanalyse
Ökonometrie
ARCH-Modell
Forecasting model
IV-Schätzung
Induktive Statistik
Statistische Methodenlehre
Estimation theory
11
Schätztheorie
11
Volatility
11
Volatilität
11
Estimation
9
Schätzung
9
Stochastic process
7
Stochastischer Prozess
7
Börsenkurs
6
Share price
6
Time series analysis
6
Zeitreihenanalyse
6
High-frequency data
5
Stochastic volatility
5
Capital income
4
Kapitaleinkommen
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Option pricing theory
3
Options
3
Optionspreistheorie
3
Adaptive estimation
2
Beta
2
Beta risk
2
Betafaktor
2
Jumps
2
Laplace transform
2
Martingal
2
Martingale
2
Option trading
2
Optionsgeschäft
2
Semimartingale
2
Semiparametric efficiency
2
Specification test
2
Statistical inference
2
ARCH model
1
Asymmetric volatility activity
1
Asymptotic bias
1
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Non-commercial literature
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Todorov, Viktor
Linton, Oliver
19
Phillips, Peter C. B.
17
Francq, Christian
13
Su, Liangjun
12
Chen, Songnian
11
Li, Qi
11
White, Halbert
9
Zakoïan, Jean-Michel
9
Cai, Zongwu
8
Fan, Yanqin
8
Wang, Qiying
8
Florens, Jean-Pierre
7
Li, Degui
7
Robinson, Peter M.
7
Sun, Yiguo
7
Zhu, Ke
7
Hansen, Christian Bailey
6
Lee, Ji Hyung
6
Newey, Whitney K.
6
Sasaki, Yuya
6
Swanson, Norman R.
6
Tu, Yundong
6
Xiao, Zhijie
6
Andersen, Torben
5
Andrews, Donald W. K.
5
Breunig, Christoph
5
Chan, Ngai Hang
5
Gao, Jiti
5
Georgiev, Iliyan
5
Ghysels, Eric
5
Hansen, Bruce E.
5
Horowitz, Joel
5
Kim, Donggyu
5
Li, Guodong
5
Mammen, Enno
5
Shi, Xiaoxia
5
Taylor, Robert
5
Xu, Ke-Li
5
Yang, Lijian
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Econometric theory
Journal of econometrics
Journal of risk and financial management : JRFM
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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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
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:
3
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:
4
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:
5
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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