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subject:"Share price"
subject:"World"
~isPartOf:"Journal of econometrics"
~person:"Todorov, Viktor"
~subject:"Schätztheorie"
~subject:"Stock market"
~subject:"Theory"
~subject:"USA"
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Share price
World
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USA
Estimation
14
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14
Volatility
13
Volatilität
13
Stochastic process
9
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9
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8
Estimation theory
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12
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Todorov, Viktor
Phillips, Peter C. B.
8
Tauchen, George Eugene
8
Koop, Gary
6
Linton, Oliver
6
Su, Liangjun
6
Aït-Sahalia, Yacine
5
Bollerslev, Tim
5
Gao, Jiti
5
Ghysels, Eric
5
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5
Li, Jia
5
Zakoïan, Jean-Michel
5
Andersen, Torben
4
Baltagi, Badi H.
4
Callaway, Brantly
4
Francq, Christian
4
Heckman, James J.
4
Lu, Xun
4
Park, Joon Y.
4
Pesaran, M. Hashem
4
Sasaki, Yuya
4
Shin, Yongcheol
4
Xiu, Dacheng
4
Barigozzi, Matteo
3
Cai, Zongwu
3
Fan, Jianqing
3
Frühwirth-Schnatter, Sylvia
3
Fulop, Andras
3
Gallant, A. Ronald
3
Gouriéroux, Christian
3
Han, Xu
3
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3
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3
Lee, Lung-fei
3
McAleer, Michael
3
Robinson, Peter M.
3
Rombouts, Jeroen V. K.
3
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3
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3
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Journal of econometrics
CREATES research paper
4
ERID working paper
4
CREATES Research Paper
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Journal of financial economics
2
Quantitative economics : QE ; journal of the Econometric Society
2
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
NBER Working Paper
1
NBER working paper series
1
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1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
1
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ECONIS (ZBW)
12
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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
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
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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