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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic theory"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~language:"eng"
~language:"est"
~language:"ron"
~person:"Todorov, Viktor"
~subject:"Behavioural finance"
~subject:"EU countries"
~subject:"Entwicklungsländer"
~subject:"Lieferkette"
~subject:"Schätzung"
~subject:"Theory"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
~type_genre:"Handbuch"
~type_genre:"Übersichtsarbeit"
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Behavioural finance
EU countries
Entwicklungsländer
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USA
Volatility
17
Volatilität
17
Estimation
14
Stochastic process
11
Stochastischer Prozess
11
Estimation theory
10
Schätztheorie
10
Capital income
9
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9
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Time series analysis
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High-frequency data
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Stochastic volatility
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Option pricing theory
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Optionspreistheorie
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Theorie
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Options
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Aktienindex
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Beta risk
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Betafaktor
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Induktive Statistik
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3
Option trading
3
Optionsgeschäft
3
Statistical distribution
3
Statistical inference
3
Statistische Verteilung
3
Stock index
3
Adaptive estimation
2
Beta
2
Factor analysis
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Todorov, Viktor
Phillips, Peter C. B.
41
Chang, Tsangyao
34
Fudenberg, Drew
23
Linton, Oliver
22
Le Breton, Michel
19
Samuelson, Larry
19
Ghysels, Eric
18
Gouriéroux, Christian
18
Jackson, Matthew O.
18
Lee, Lung-fei
18
Levine, David K.
18
Benhabib, Jess
17
Koop, Gary
17
Pesaran, M. Hashem
17
Yu, Jun
17
Bollerslev, Tim
16
Marinacci, Massimo
16
Ray, Debraj
15
Schmidt, Peter
15
Segal, Uzi
15
Simchi-Levi, David
15
Su, Chi-Wei
15
Swanson, Norman R.
15
Tauchen, George Eugene
15
Diebold, Francis X.
14
Gil-Alaña, Luis A.
14
Hsiao, Cheng
14
McAleer, Michael
14
Aït-Sahalia, Yacine
13
Cebula, Richard J.
13
Corradi, Valentina
13
Kumbhakar, Subal
13
Li, Qi
13
Mitra, Tapan
13
Moulin, Hervé
13
Park, Joon Y.
13
Renault, Eric
13
Xiao, Zhijie
13
Afonso, António
12
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Applied economics letters
Journal of econometrics
Journal of economic theory
Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of financial economics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Quantitative economics : QE ; journal of the Econometric Society
2
The journal of finance : the journal of the American Finance Association
2
Econometric theory
1
Journal of applied econometrics
1
The review of financial studies
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ECONIS (ZBW)
16
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16
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1
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:
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
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
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:
5
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:
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
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:
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
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
10
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
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