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subject:"Schock"
subject:"Volatilität"
~person:"Andersen, Torben"
~person:"Tauchen, George Eugene"
~subject:"EU-Staaten"
~type_genre:"Article in journal"
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Schock
Volatilität
EU-Staaten
Estimation
34
Schätzung
34
Volatility
25
Capital income
20
Kapitaleinkommen
20
Time series analysis
18
Zeitreihenanalyse
18
Börsenkurs
15
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Estimation theory
14
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high-frequency data
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Andersen, Torben
Tauchen, George Eugene
Gupta, Rangan
73
Bahmani-Oskooee, Mohsen
35
Belke, Ansgar
29
Caporale, Guglielmo Maria
28
Ma, Feng
27
Pierdzioch, Christian
25
Tiwari, Aviral Kumar
25
Todorov, Viktor
25
Wohar, Mark E.
25
Bouri, Elie
24
Gil-Alaña, Luis A.
24
McAleer, Michael
24
Xuan Vinh Vo
24
Bollerslev, Tim
22
Balcilar, Mehmet
21
Kumar, Dilip
20
Apergēs, Nikolaos
19
Kang, Sang Hoon
18
Mensi, Walid
18
Herwartz, Helmut
17
Sosvilla-Rivero, Simón
17
Rashid, Abdul
16
Asai, Manabu
15
Hammoudeh, Shawkat
15
Li, Jia
15
Brooks, Robert
14
Chiang, Thomas C.
14
Lee, Chien-chiang
14
Narayan, Paresh Kumar
14
Wang, Yudong
14
Wei, Yu
14
Yoon, Seong-min
14
Döpke, Jörg
13
Hegerty, Scott W.
13
Mumtaz, Haroon
13
Sehgal, Sanjay
13
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13
Zhu, Huiming
13
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Journal of econometrics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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2
Quantitative economics : QE ; journal of the Econometric Society
2
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1
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1
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1
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1
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ECONIS (ZBW)
25
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11
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:
12
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:
13
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:
14
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
15
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
16
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:
17
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
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:
19
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
20
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
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