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subject:"Volatility"
type_genre:"Article in journal"
~person:"Todorov, Viktor"
~subject:"Nichtparametrisches Verfahren"
~subject:"Regression analysis"
~subject:"United States"
~type_genre:"Conference proceedings"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Regression analysis
United States
Estimation theory
12
Schätztheorie
12
Volatilität
12
Estimation
10
Schätzung
10
Stochastic process
8
Stochastischer Prozess
8
Börsenkurs
7
Share price
7
Time series analysis
7
Zeitreihenanalyse
7
Capital income
5
High-frequency data
5
Kapitaleinkommen
5
Stochastic volatility
5
Nonparametric statistics
4
Martingal
3
Martingale
3
Option pricing theory
3
Options
3
Optionspreistheorie
3
Adaptive estimation
2
Beta
2
Beta risk
2
Betafaktor
2
Induktive Statistik
2
Jumps
2
Laplace transform
2
Option trading
2
Optionsgeschäft
2
Regressionsanalyse
2
Semimartingale
2
Semiparametric efficiency
2
Specification test
2
Statistical inference
2
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1
ARCH-Modell
1
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12
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Article in journal
Conference proceedings
Aufsatz in Zeitschrift
12
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
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4
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English
12
Author
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Todorov, Viktor
Linton, Oliver
43
Li, Qi
32
Phillips, Peter C. B.
28
Su, Liangjun
28
Chen, Songnian
25
Cai, Zongwu
22
Gao, Jiti
22
Parmeter, Christopher F.
22
Florens, Jean-Pierre
21
Kumbhakar, Subal
21
Racine, Jeffrey
19
Tsionas, Efthymios G.
19
Ullah, Aman
18
Chen, Xiaohong
17
Kumar, Dilip
17
Simar, Léopold
17
Sun, Yiguo
17
Li, Degui
16
Newey, Whitney K.
16
Escanciano, Juan Carlos
15
Lewbel, Arthur
15
White, Halbert
15
Fan, Jianqing
14
Horowitz, Joel
14
Maheswaran, S.
14
Tu, Yundong
14
Henderson, Daniel J.
13
Kapetanios, George
13
Baltagi, Badi H.
12
Fan, Yanqin
12
Hansen, Bruce E.
12
Li, Jia
12
Otsu, Taisuke
12
Tauchen, George Eugene
12
Westerlund, Joakim
12
Ai, Chunrong
11
Chernozhukov, Victor
11
Hansen, Christian Bailey
11
Hoderlein, Stefan
11
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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
Source
All
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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