//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~person:"Tauchen, George Eugene"
~person:"Todorov, Viktor"
~subject:"Jumps"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Stochastic+process"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Jumps
Stochastic process
11
Stochastischer Prozess
11
Volatility
11
Volatilität
11
Estimation
8
Schätzung
8
Stochastic volatility
7
Estimation theory
6
High-frequency data
6
Schätztheorie
6
Börsenkurs
5
Capital income
5
Kapitaleinkommen
5
Martingal
5
Martingale
5
Share price
5
Time series analysis
5
Zeitreihenanalyse
5
Semimartingale
4
Induktive Statistik
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Option pricing theory
3
Option trading
3
Optionsgeschäft
3
Optionspreistheorie
3
Specification test
3
Statistical inference
3
Theorie
3
Theory
3
Factor analysis
2
Faktorenanalyse
2
Options
2
Regression analysis
2
Regressionsanalyse
2
Risikoprämie
2
Risk premium
2
Spot variance
2
Statistical test
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Tauchen, George Eugene
Todorov, Viktor
Li, Jia
4
Aït-Sahalia, Yacine
2
Bollerslev, Tim
2
Laurent, Sébastien
2
Laurini, Márcio Poletti
2
Li, Chenxu
2
Aiube, Fernando Antônio Lucena
1
Andersen, Torben
1
Baum, Christopher F.
1
Boswijk, Herman Peter
1
Branger, Nicole
1
Chaim, Pedro
1
Chan, Joshua
1
Chaves, Leonardo Salim Saker
1
Chen, Liyuan
1
Chen, Rui
1
Chern, Shane
1
Chorro, Christophe
1
Clinet, Simon
1
Creel, Michael D.
1
Erdemlioglu, Deniz
1
Fusari, Nicola
1
Grant, Angelia L.
1
Grobys, Klaus
1
Hain, Martin
1
Hansis, Alexandra
1
Ielpo, Florian
1
Jondeau, Eric
1
Kostrzewska, Jadwiga
1
Kostrzewski, Maciej
1
Kristensen, Dennis
1
Kunitomo, Naoto
1
Kurisu, Daisuke
1
Laeven, Roger J. A.
1
Lahaye, Jérôme
1
Li, Chen Xu
1
Li, Shaoyu
1
Li, Shenghong
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial economics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
2
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:
3
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->