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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Bollerslev, Tim"
~person:"Todorov, Viktor"
~subject:"Adaptive estimation"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Search: subject_exact:"Estimation theory"
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Volatilität
Adaptive estimation
Estimation theory
35
Schätztheorie
35
Volatility
22
Estimation
17
Schätzung
17
Time series analysis
15
Zeitreihenanalyse
15
Stochastic process
11
Stochastischer Prozess
11
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10
Capital income
10
Kapitaleinkommen
10
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10
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9
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9
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8
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7
Nonparametric statistics
7
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5
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5
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5
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4
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Options
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2
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17
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Working Paper
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English
22
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Bollerslev, Tim
Todorov, Viktor
Kumar, Dilip
16
Koopman, Siem Jan
14
Maheswaran, S.
14
Tauchen, George Eugene
14
Teräsvirta, Timo
14
Li, Jia
13
Hafner, Christian M.
11
Andersen, Torben
10
Härdle, Wolfgang
9
Lucas, André
9
Rodriguez, Gabriel
9
Brandt, Michael W.
8
Silvennoinen, Annastiina
8
Bibinger, Markus
7
Daníelsson, Jón
7
Diebold, Francis X.
7
Francq, Christian
7
Ghysels, Eric
7
Gouriéroux, Christian
7
Hautsch, Nikolaus
7
Kim, Donggyu
7
Li, Yingying
7
Liu, Zhi
7
Mykland, Per A.
7
Taylor, Robert
7
Cavaliere, Giuseppe
6
Clements, Adam
6
Reiß, Markus
6
Sibbertsen, Philipp
6
Spokojnyj, Vladimir G.
6
Wang, Yazhen
6
Zakoïan, Jean-Michel
6
Alizadeh, Sassan
5
Amado, Cristina
5
Bauwens, Luc
5
Corsi, Fulvio
5
Croux, Christophe
5
Fan, Jianqing
5
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Journal of econometrics
13
ERID working paper
3
CREATES research paper
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International finance discussion papers
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The review of economics and statistics
1
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ECONIS (ZBW)
22
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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
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
5
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:
6
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
7
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:
8
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
9
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:
10
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:
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