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subject:"Schätzung"
~person:"Marcellino, Massimiliano"
~person:"Todorov, Viktor"
~subject:"Regressionsanalyse"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Schätzung
Regressionsanalyse
Estimation theory
22
Schätztheorie
22
Volatility
13
Volatilität
13
Estimation
12
Stochastic process
9
Stochastischer Prozess
9
Time series analysis
9
Zeitreihenanalyse
9
Börsenkurs
7
Share price
7
Stochastic volatility
6
Capital income
5
High-frequency data
5
Kapitaleinkommen
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Nichtparametrisches Verfahren
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Nonparametric statistics
5
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Theory
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3
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3
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3
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Options
3
Optionspreistheorie
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Adaptive estimation
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Beta
2
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Betafaktor
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2
IV-Schätzung
2
Induktive Statistik
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2
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12
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Marcellino, Massimiliano
Todorov, Viktor
Su, Liangjun
28
Phillips, Peter C. B.
27
Linton, Oliver
22
Kumbhakar, Subal
20
Li, Qi
20
Cai, Zongwu
17
Sun, Yiguo
17
Tsionas, Efthymios G.
17
Chen, Songnian
15
Ullah, Aman
15
Westerlund, Joakim
15
Baltagi, Badi H.
14
Gao, Jiti
13
Parmeter, Christopher F.
13
Tauchen, George Eugene
13
Henderson, Daniel J.
12
Hsiao, Cheng
12
Kapetanios, George
12
Tu, Yundong
12
Escanciano, Juan Carlos
11
Hsu, Yu-Chin
11
Lesage, James P.
11
Racine, Jeffrey
11
White, Halbert
11
Florens, Jean-Pierre
10
Lewbel, Arthur
10
Galvão Júnior, Antônio Fialho
9
Hansen, Christian Bailey
9
Kumar, Dilip
9
Li, Degui
9
Li, Jia
9
Otsu, Taisuke
9
Park, Joon Y.
9
Wang, Qiying
9
Wooldridge, Jeffrey M.
9
Yao, Feng
9
Yu, Ping
9
Breunig, Christoph
8
Chernozhukov, Victor
8
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Journal of econometrics
9
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
Oxford bulletin of economics and statistics
1
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ECONIS (ZBW)
12
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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
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
Saved in:
3
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:
4
Time-varying instrumental variable estimation
Giraitis, Liudas
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 394-415
Persistent link: https://www.econbiz.de/10013275394
Saved in:
5
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:
6
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:
7
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:
8
Estimating the volatility occupation time via regularized Laplace inversion
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1253-1288
Persistent link: https://www.econbiz.de/10011661745
Saved in:
9
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:
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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