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subject:"Stochastischer Prozess"
subject:"Volatility"
~person:"Härdle, Wolfgang"
~person:"Todorov, Viktor"
~subject:"Exchange rate"
~subject:"United Kingdom"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Exchange rate
United Kingdom
Estimation theory
30
Schätztheorie
30
Volatilität
15
Estimation
13
Schätzung
13
Time series analysis
10
Zeitreihenanalyse
10
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9
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Härdle, Wolfgang
Todorov, Viktor
Kumar, Dilip
16
Maheswaran, S.
14
Tauchen, George Eugene
12
Li, Jia
11
Bollerslev, Tim
9
Francq, Christian
8
Teräsvirta, Timo
8
Andersen, Torben
7
Ghysels, Eric
7
Kim, Donggyu
7
Li, Yingying
7
Liu, Zhi
7
McAleer, Michael
7
Mykland, Per A.
7
Zakoïan, Jean-Michel
7
Phillips, Peter C. B.
6
Taylor, Stephen
6
Tsionas, Efthymios G.
6
Wang, Yazhen
6
Caporale, Guglielmo Maria
5
Cheung, Yin-Wong
5
Diebold, Francis X.
5
Fan, Jianqing
5
Hafner, Christian M.
5
Hurn, Stan
5
Jing, Bingyi
5
Koopman, Siem Jan
5
Li, Dong
5
Lucas, André
5
Park, Joon Y.
5
Arize, Augustine Chuck
4
Arnerić, Josip
4
Aït-Sahalia, Yacine
4
Baillie, Richard
4
Cavaliere, Giuseppe
4
Chambers, Marcus J.
4
Clements, Adam
4
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4
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Journal of econometrics
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Econometric theory
1
Finance and stochastics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
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ECONIS (ZBW)
16
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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
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:
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
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:
9
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:
10
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:
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