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subject:"Sampling"
subject:"Stichprobenerhebung"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~person:"Tauchen, George Eugene"
~subject:"ARCH model"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
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Sampling
Stichprobenerhebung
ARCH model
Theory
Zeitreihenanalyse
Estimation theory
8
Schätztheorie
8
Estimation
7
Schätzung
7
Volatility
7
Volatilität
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Börsenkurs
5
Share price
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Stochastic process
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Stochastischer Prozess
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Time series analysis
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Stochastic volatility
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Adaptive estimation
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Beta
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Beta risk
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Betafaktor
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Martingal
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Nonparametric statistics
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ARCH-Modell
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Asymmetric volatility activity
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Bayes-Statistik
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Bootstrap
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Bootstrap approach
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CAPM
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Tauchen, George Eugene
Phillips, Peter C. B.
16
Francq, Christian
10
Linton, Oliver
10
Li, Qi
9
Taylor, Robert
9
Baltagi, Badi H.
7
Chen, Songnian
7
Chib, Siddhartha
7
Gouriéroux, Christian
7
Leybourne, Stephen James
7
Todorov, Viktor
7
Zakoïan, Jean-Michel
7
Zhu, Ke
7
Ghysels, Eric
6
Kohn, Robert
6
Lee, Lung-fei
6
Li, Jia
6
Magnus, Jan R.
6
Andersen, Torben
5
Chambers, Marcus J.
5
Chen, Xiaohong
5
Davis, Richard A.
5
Kim, Donggyu
5
Koopman, Siem Jan
5
Li, Dong
5
Li, Yingying
5
Robinson, Peter M.
5
Schmidt, Peter
5
Xiao, Zhijie
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Andrews, Donald W. K.
4
Christensen, Bent Jesper
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Elliott, Graham
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Granger, C. W. J.
4
Harvey, David I.
4
Hill, Jonathan B.
4
Hsiao, Cheng
4
Kao, Chihwa
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King, Maxwell L.
4
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Economic modelling
Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
ERID working paper
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Computation and estimation in finance and economics
1
Econometric theory
1
Econometrics : open access journal
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Macroeconomic dynamics
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Nonparametric dynamic modelling
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The review of economics and statistics
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Working paper series economics and econometrics
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ECONIS (ZBW)
7
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1
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:
2
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:
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:
6
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:
7
Estimation of stochastic volatility models with diagnostics
Gallant, A. Ronald
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10001336798
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