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subject:"Share price"
subject:"United Kingdom"
~person:"Kumar, Dilip"
~person:"Todorov, Viktor"
~subject:"AddRS Estimator"
~subject:"Volatilität"
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Share price
United Kingdom
AddRS Estimator
Volatilität
Estimation theory
38
Schätztheorie
38
Volatility
35
Estimation
23
Schätzung
23
Time series analysis
16
Zeitreihenanalyse
16
Capital income
15
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15
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14
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13
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13
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12
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12
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11
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7
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7
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6
Option pricing theory
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5
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5
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5
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Kumar, Dilip
Todorov, Viktor
Koopman, Siem Jan
20
Kapetanios, George
18
Li, Jia
17
Pesaran, M. Hashem
17
Linton, Oliver
16
Teräsvirta, Timo
16
Härdle, Wolfgang
15
Li, Yingying
15
Maheswaran, S.
15
Tauchen, George Eugene
15
Diebold, Francis X.
14
Brandt, Michael W.
13
Hafner, Christian M.
12
Kim, Donggyu
12
Ghysels, Eric
11
Hautsch, Nikolaus
11
Mancino, Maria Elvira
11
Sentana, Enrique
11
Andersen, Torben
10
Bekaert, Geert
10
Fan, Jianqing
10
Lucas, André
10
Silvennoinen, Annastiina
10
Swanson, Norman R.
10
Zakoïan, Jean-Michel
10
Bauwens, Luc
9
Bollerslev, Tim
9
Daníelsson, Jón
9
Engle, Robert F.
9
Gao, Jiti
9
Liu, Zhi
9
Mykland, Per A.
9
Rodriguez, Gabriel
9
Spokojnyj, Vladimir G.
9
Alizadeh, Sassan
8
Allen, David E.
8
Bailey, Natalia
8
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10
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4
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3
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2
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2
International review of economics & finance : IREF
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
35
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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
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
3
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:
4
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:
5
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
6
Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps : A study with economic significance analysis
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 25-41
Persistent link: https://www.econbiz.de/10012440181
Saved in:
7
Modelling and forecasting unbiased extreme value volatility estimator : A study based on exchange rates with economic significance analysis
Kumar, Dilip
- In:
The journal of prediction markets
13
(
2019
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10012607570
Saved in:
8
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:
9
Volatility prediction : a study with structural breaks
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
6
,
pp. 1218-1231
Persistent link: https://www.econbiz.de/10011888198
Saved in:
10
Modelling and forecasting unbiased extreme value volatility estimator : a study based on EUR/USD exchange rate
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
9
,
pp. 1599-1613
Persistent link: https://www.econbiz.de/10011888653
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