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~accessRights:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Economic modelling"
~isPartOf:"European economic review : EER"
~isPartOf:"International journal of production research"
~isPartOf:"Journal of development economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of political economy"
~isPartOf:"Journal of public economics"
~isPartOf:"Technological forecasting & social change : an international journal"
~language:"eng"
~language:"nld"
~language:"srp"
~person:"Todorov, Viktor"
~subject:"China"
~subject:"Developing countries"
~subject:"Impact assessment"
~subject:"India"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Government document"
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China
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Todorov, Viktor
Liu, Ming
19
Chu, Feng
18
Dolgui, Alexandre
17
Zheng, Feifeng
17
Chu, Chengbin
15
Zhang, Ning
12
Song, Malin
11
Zhang, Jie
11
Lu, Yi
10
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Prigent, Jean-Luc
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Tiwari, Manoj Kumar
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Zhang, Wei
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Cheng, T. C. E.
9
Jiang, Zhibin
9
Aït-Sahalia, Yacine
8
Deng, Xiangzheng
8
Ftiti, Zied
8
Jawadi, Fredj
8
Li, Bo
8
Li, Jia
8
Patton, Andrew J.
8
Sarpong, David
8
Wang, Wei
8
Wang, Yu
8
Xiu, Dacheng
8
Aghezzaf, El-Houssaine
7
Andersen, Torben
7
Bollerslev, Tim
7
Dauzère-Péres, Stéphane
7
Li, Bin
7
Li, Xin
7
Linton, Oliver
7
McAleer, Michael
7
Mykland, Per A.
7
Razzaq, Asif
7
Tauchen, George Eugene
7
Thürer, Matthias
7
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7
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Computational economics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Economic modelling
European economic review : EER
International journal of production research
Journal of development economics
Journal of econometrics
Journal of political economy
Journal of public economics
Technological forecasting & social change : an international journal
Journal of financial economics
4
Econometric theory
1
Journal of applied econometrics
1
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1
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1
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ECONIS (ZBW)
11
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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
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
3
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:
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
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:
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
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:
9
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:
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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