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subject:"United States"
type_genre:"Article in journal"
~person:"Belke, Ansgar"
~person:"Todorov, Viktor"
~subject:"Capital income"
~subject:"Prognoseverfahren"
~subject:"Stochastic volatility"
~subject:"Volatility"
~type_genre:"Book review"
~type_genre:"Conference proceedings"
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United States
Capital income
Prognoseverfahren
Stochastic volatility
Volatility
Estimation
92
Schätzung
92
Volatilität
32
Kapitaleinkommen
21
Börsenkurs
19
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19
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19
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Article
46
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Article in journal
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49
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45
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Belke, Ansgar
Todorov, Viktor
Gupta, Rangan
123
Zaremba, Adam
59
Bahmani-Oskooee, Mohsen
52
Wohar, Mark E.
51
Gil-Alaña, Luis A.
47
Caporale, Guglielmo Maria
42
Pierdzioch, Christian
41
McMillan, David G.
40
Ma, Feng
33
Balcilar, Mehmet
32
Narayan, Paresh Kumar
32
Tiwari, Aviral Kumar
31
Bollerslev, Tim
28
Xuan Vinh Vo
28
Apergēs, Nikolaos
27
McAleer, Michael
27
Bouri, Elie
25
Wang, Yudong
25
Zhang, Yaojie
22
Bali, Turan G.
21
Kumar, Dilip
21
Salisu, Afees A.
21
Cakici, Nusret
20
Moosa, Imad A.
20
Brooks, Robert
19
Chiang, Thomas C.
19
Hsing, Yu
19
Lee, Chien-chiang
19
Demirer, Rıza
18
Hammoudeh, Shawkat
18
Jawadi, Fredj
18
Kang, Sang Hoon
18
Marcellino, Massimiliano
18
Payne, James E.
18
Sehgal, Sanjay
18
Yoon, Seong-min
18
Koopman, Siem Jan
17
Mensi, Walid
17
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Journal of econometrics
14
Journal of financial economics
4
Applied economics
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Ekonomia : the journal of the Cyprus Economic Society
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Quantitative economics : QE ; journal of the Econometric Society
2
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2
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Empirica : journal of european economics
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1
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Review of world economics
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
46
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46
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11
The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10012262503
Saved in:
12
Forecasting ECB policy rates with different monetary policy rules
Belke, Ansgar
;
Klose, Jens
- In:
Finance a úvěr
69
(
2019
)
3
,
pp. 138-152
Persistent link: https://www.econbiz.de/10012137395
Saved in:
13
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
14
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:
15
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:
16
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:
17
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:
18
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
19
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:
20
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:
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