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subject:"Volatility"
type_genre:"Article in journal"
~person:"Koopman, Siem Jan"
~person:"Shin, Dong-wan"
~person:"Todorov, Viktor"
~person:"Tran, Kien C."
~subject:"Capital income"
~subject:"Maximum-Likelihood-Schätzung"
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Search: subject_exact:"Estimation theory"
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Volatility
Capital income
Maximum-Likelihood-Schätzung
Estimation theory
47
Schätztheorie
47
Volatilität
21
Time series analysis
18
Zeitreihenanalyse
18
Estimation
14
Schätzung
14
Stochastic process
12
Stochastischer Prozess
12
Maximum likelihood estimation
10
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Theorie
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Theory
9
Börsenkurs
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Monte Carlo simulation
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Technische Effizienz
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Article in journal
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30
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Koopman, Siem Jan
Shin, Dong-wan
Todorov, Viktor
Tran, Kien C.
Lee, Lung-fei
18
Kumar, Dilip
16
Maheswaran, S.
16
Francq, Christian
12
Li, Jia
11
Tauchen, George Eugene
11
Zakoïan, Jean-Michel
10
Andersen, Torben
8
Jin, Fei
8
Li, Yingying
8
Taylor, Robert
8
Teräsvirta, Timo
8
Kim, Donggyu
7
Liu, Zhi
7
Mykland, Per A.
7
Tsionas, Efthymios G.
7
Demetrescu, Matei
6
Fan, Jianqing
6
Jing, Bingyi
6
Wang, Yazhen
6
Yu, Jihai
6
Aït-Sahalia, Yacine
5
Bollerslev, Tim
5
Cavaliere, Giuseppe
5
Ghysels, Eric
5
Hafner, Christian M.
5
Hurn, Stan
5
Kristensen, Dennis
5
Li, Dong
5
Li, Kunpeng
5
Linton, Oliver
5
Lucas, André
5
McAleer, Michael
5
Park, Joon Y.
5
Rodrigues, Paulo M. M.
5
Sentana, Enrique
5
Sucarrat, Genaro
5
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Journal of econometrics
16
Economics letters
4
Econometric reviews
3
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
European journal of operational research : EJOR
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
30
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1
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
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
Semiparametric estimation of a spatial autoregressive nonparametric stochastic frontier model
Tran, Kien C.
;
Tsionas, Efthymios G.
-
2023
Persistent link: https://www.econbiz.de/10014382631
Saved in:
4
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:
5
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:
6
Efficient semiparametric copula estimation of regression models with endogeneity
Tran, Kien C.
;
Tsionas, Efthymios G.
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 485-504
Persistent link: https://www.econbiz.de/10013364891
Saved in:
7
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:
8
Maximum likelihood estimation for score-driven models
Blasques, Francisco
;
Brummelen, Janneke van
;
Koopman, …
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 325-346
Persistent link: https://www.econbiz.de/10013442028
Saved in:
9
Missing observations in observation-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 542-568
Persistent link: https://www.econbiz.de/10012619249
Saved in:
10
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
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