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subject:"Volatility"
type_genre:"Article in journal"
~person:"Ghysels, Eric"
~person:"Todorov, Viktor"
~subject:"Sampling"
~subject:"Statistical test"
~subject:"Statistischer Test"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Volatility
Sampling
Statistical test
Statistischer Test
USA
Estimation theory
32
Schätztheorie
32
Volatilität
17
Time series analysis
14
Zeitreihenanalyse
14
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13
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13
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12
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12
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11
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11
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6
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23
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Ghysels, Eric
Todorov, Viktor
Kumar, Dilip
17
Bera, Anil K.
15
Maheswaran, S.
15
Baltagi, Badi H.
12
Tauchen, George Eugene
12
Li, Jia
11
Mykland, Per A.
11
Phillips, Peter C. B.
11
Cai, Zongwu
10
Escanciano, Juan Carlos
10
Francq, Christian
10
Shi, Xiaoxia
10
Aït-Sahalia, Yacine
9
Dufour, Jean-Marie
9
Guggenberger, Patrik
9
Sun, Yixiao
9
Teräsvirta, Timo
9
White, Halbert
9
Andrews, Donald W. K.
8
Chen, Yi-ting
8
Perron, Pierre
8
Su, Liangjun
8
Swanson, Norman R.
8
Andersen, Torben
7
Andrews, Isaiah
7
Bollerslev, Tim
7
Demetrescu, Matei
7
Horowitz, Joel
7
Kao, Chihwa
7
Khalaf, Lynda
7
Kim, Donggyu
7
Kleibergen, Frank
7
Leybourne, Stephen James
7
Li, Yingying
7
Linton, Oliver
7
Liu, Zhi
7
Pesaran, M. Hashem
7
Zakoïan, Jean-Michel
7
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Journal of econometrics
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The review of economics and statistics
1
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ECONIS (ZBW)
23
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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
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 633-654
Persistent link: https://www.econbiz.de/10012483174
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Testing for Granger causality with mixed frequency data
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 207-230
Persistent link: https://www.econbiz.de/10011617146
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