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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Todorov, Viktor"
~subject:"Estimation theory"
~subject:"Wirkungsanalyse"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles written by one author"
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Estimation theory
Wirkungsanalyse
Estimation
28
Schätzung
28
Volatility
24
Volatilität
24
Capital income
18
Kapitaleinkommen
18
Börsenkurs
13
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13
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13
Stochastischer Prozess
13
Schätztheorie
10
Time series analysis
10
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10
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9
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Option pricing theory
8
Optionspreistheorie
8
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7
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high-frequency data
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Article in journal
Survey
Aufsatz im Buch
Collection of articles written by one author
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10
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Todorov, Viktor
Kumbhakar, Subal
16
Gupta, Rangan
15
Su, Liangjun
14
Tauchen, George Eugene
13
Gao, Jiti
12
Hsiao, Cheng
11
Hujer, Reinhard
11
Li, Jia
10
Linton, Oliver
10
Pesaran, M. Hashem
10
Caliendo, Marco
9
Hsu, Yu-Chin
9
Kumar, Dilip
9
Lechner, Michael
9
Phillips, Peter C. B.
9
Sun, Yiguo
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Caporale, Guglielmo Maria
8
Herwartz, Helmut
8
Kapetanios, George
8
Lee, Lung-fei
8
Li, Qi
8
Ramírez, Miguel D.
8
Wohar, Mark E.
8
Apergēs, Nikolaos
7
Bollerslev, Tim
7
Egger, Peter
7
Francq, Christian
7
Jochmans, Koen
7
Kim, Donggyu
7
Lesage, James P.
7
Lütkepohl, Helmut
7
Narayan, Paresh Kumar
7
Nunnenkamp, Peter
7
Tiwari, Aviral Kumar
7
Westerlund, Joakim
7
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6
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6
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Journal of econometrics
8
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)
10
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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
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:
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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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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