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subject:"Share price"
subject:"World"
~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~person:"Andersen, Torben"
~subject:"Stock market"
~subject:"Theory"
~subject:"USA"
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Share price
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Estimation
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Andersen, Torben
Todorov, Viktor
10
Moosa, Imad A.
9
Bahmani-Oskooee, Mohsen
6
Tauchen, George Eugene
6
Umar, Zaghum
6
Yoon, Seong-min
6
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5
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4
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3
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Applied economics
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
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:
3
Tail risk and return predictability for the Japanese equity market
Andersen, Torben
;
Todorov, Viktor
;
Ubukata, Masato
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 344-363
Persistent link: https://www.econbiz.de/10012619430
Saved in:
4
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
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