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subject:"Volatilität"
~isPartOf:"Journal of econometrics"
~person:"Bali, Turan G."
~person:"Belke, Ansgar"
~person:"Tauchen, George Eugene"
~subject:"Martingal"
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Volatilität
Martingal
Estimation
9
Schätzung
9
Estimation theory
7
Schätztheorie
7
Volatility
7
Stochastic process
6
Stochastischer Prozess
6
Börsenkurs
5
High-frequency data
5
Share price
5
Stochastic volatility
5
Time series analysis
5
Zeitreihenanalyse
5
Capital income
3
Kapitaleinkommen
3
Adaptive estimation
2
Beta
2
Beta risk
2
Betafaktor
2
Martingale
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Option pricing theory
2
Optionspreistheorie
2
Semimartingale
2
Semiparametric efficiency
2
Specification test
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Asymmetric volatility activity
1
Bayes-Statistik
1
Bayesian inference
1
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
CAPM
1
Efficiency
1
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English
7
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Bali, Turan G.
Belke, Ansgar
Tauchen, George Eugene
Todorov, Viktor
13
Bollerslev, Tim
8
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Francq, Christian
3
McAleer, Michael
3
Patton, Andrew J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Asai, Manabu
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Christensen, Kim
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
2
Hounyo, Ulrich
2
Kong, Xin-Bing
2
Li, Yingying
2
Paolella, Marc S.
2
Park, Joon Y.
2
Polak, Pawel
2
Quaedvlieg, Rogier
2
Taylor, Robert
2
Thyrsgaard, Martin
2
Valkanov, Rossen I.
2
Wang, Bin
2
Winkelmann, Lars
2
Yang, Zhenlin
2
Zhang, Congshan
2
Zheng, Xu
2
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Journal of econometrics
Diskussionsbeiträge aus dem Institut für Volkswirtschaftslehre, Universität Hohenheim
4
ERID working paper
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Diskussionsbeiträge / IEW, Institut für Europäische Wirtschaft, Fakultät für Wirtschaftswissenschaft der Ruhr-Universität Bochum
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial economics
2
Ruhr economic papers
2
AFA 2011 Denver Meetings Paper
1
CEPR - EABCN
1
CESifo working papers
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Cuadernos de economía
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper series / IZA
1
Discussion papers / Zentrum für Internationale Entwicklungs- und Umweltforschung, Justus-Liebig-Universität Gießen
1
Documentos de trabajo / Banco Central de Chile
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
Econometrics : open access journal
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Economic modelling
1
Economics letters
1
Ekonomia : the journal of the Cyprus Economic Society
1
Empirica : journal of european economics
1
Entscheidungsorientierte Volkswirtschaftslehre : Festschrift für Gustav Dieckheuer
1
Georgetown McDonough School of Business Research Paper
1
Hohenheimer Diskussionsbeiträge
1
International financial systems and stock volatility : issues and remedies
1
International journal of economics and finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NBER Working Paper
1
NBER working paper series
1
Netspar Discussion Paper
1
Prospects for monetary unions after the Euro
1
Quantitative economics : QE ; journal of the Econometric Society
1
ROME discussion paper series
1
SFB 649 discussion paper
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ECONIS (ZBW)
7
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1
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:
2
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:
3
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:
4
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:
5
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
6
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:
7
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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