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subject:"Volatility"
type_genre:"Article in journal"
~language:"eng"
~person:"Todorov, Viktor"
~subject:"Bayesian inference"
~subject:"Börsenkurs"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayesian inference
Börsenkurs
Estimation theory
12
Schätztheorie
12
Volatilität
12
Estimation
10
Schätzung
10
Stochastic process
8
Stochastischer Prozess
8
Share price
7
Time series analysis
7
Zeitreihenanalyse
7
Capital income
5
High-frequency data
5
Kapitaleinkommen
5
Stochastic volatility
5
Nichtparametrisches Verfahren
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Nonparametric statistics
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Martingal
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3
Option pricing theory
3
Options
3
Optionspreistheorie
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Adaptive estimation
2
Beta
2
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2
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2
Regressionsanalyse
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Todorov, Viktor
Kumar, Dilip
16
Maheswaran, S.
15
Tsionas, Efthymios G.
13
Li, Jia
12
Tauchen, George Eugene
12
Zhang, Xibin
9
Zhang, Xinyu
9
Francq, Christian
8
Koop, Gary
8
Koopman, Siem Jan
8
Liu, Zhi
8
Teräsvirta, Timo
8
Zakoïan, Jean-Michel
8
Andersen, Torben
7
Bauwens, Luc
7
Gallant, A. Ronald
7
Ghysels, Eric
7
Kim, Donggyu
7
Li, Yingying
7
Mykland, Per A.
7
Allenby, Greg M.
6
Fan, Jianqing
6
Han, Xiaoyi
6
Shephard, Neil G.
6
Taylor, Stephen
6
Wang, Yazhen
6
Bollerslev, Tim
5
Elliott, Robert J.
5
Engle, Robert F.
5
Faff, Robert W.
5
Fornari, Fabio
5
Hafner, Christian M.
5
Jing, Bingyi
5
Li, Wai Keung
5
Linton, Oliver
5
Lopes, Hedibert Freitas
5
Nolte, Ingmar
5
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5
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Journal of econometrics
10
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
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ECONIS (ZBW)
12
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1
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:
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
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:
4
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:
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
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:
7
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:
8
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:
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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