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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"Journal of common market studies : JCMS"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of the American Statistical Association : JASA"
~language:"eng"
~person:"Todorov, Viktor"
~source:"econis"
~subject:"Capital income"
~subject:"EU-Staaten"
~subject:"Estimation theory"
~subject:"Experiment"
~subject:"Regressionsanalyse"
~subject:"Risiko"
~subject:"Schätztheorie"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Capital income
EU-Staaten
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Regressionsanalyse
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Volatilität
Volatility
17
Estimation
14
Schätzung
14
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11
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9
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Todorov, Viktor
Phillips, Peter C. B.
42
Linton, Oliver
31
Li, Qi
28
Lee, Lung-fei
27
Su, Liangjun
25
Chen, Songnian
24
Aït-Sahalia, Yacine
22
Baltagi, Badi H.
22
Bollerslev, Tim
22
Fan, Jianqing
21
Robinson, Peter M.
20
Gao, Jiti
19
Gupta, Rangan
19
Tauchen, George Eugene
19
Cai, Zongwu
18
Park, Joon Y.
17
Taylor, Robert
17
Krämer, Walter
16
Pesaran, M. Hashem
16
Wooldridge, Jeffrey M.
16
Chib, Siddhartha
15
Fan, Yanqin
15
Hahn, Jinyong
15
McAleer, Michael
15
Ullah, Aman
15
White, Halbert
15
Carroll, Raymond J.
14
Chen, Xiaohong
14
Gouriéroux, Christian
14
Kumbhakar, Subal
14
Sun, Yixiao
14
Sutter, Matthias
14
Andersen, Torben
13
Andrews, Donald W. K.
13
Francq, Christian
13
Mykland, Per A.
13
Ohtani, Kazuhiro
13
Yu, Jun
13
Bai, Jushan
12
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Applied economics letters
Economics letters
Journal of common market studies : JCMS
Journal of econometrics
Journal of the American Statistical Association : JASA
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of financial economics
4
Quantitative economics : QE ; journal of the Econometric Society
2
Econometric theory
1
Journal of applied econometrics
1
Journal of financial econometrics
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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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
Tail risk and return predictability for the Japanese equity market
Andersen, Torben
;
Todorov, Viktor
;
Ubukata, Masato
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 344-363
Persistent link: https://www.econbiz.de/10012619430
Saved in:
7
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:
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
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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