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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"SFB 649 Discussion Paper"
~person:"Todorov, Viktor"
~subject:"stochastic volatility"
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Search: subject:"Stochastischer Prozess"
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stochastic volatility
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Todorov, Viktor
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
SFB 649 Discussion Paper
Quantitative economics : QE ; journal of the Econometric Society
1
SFB 649 discussion paper
1
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ECONIS (ZBW)
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1
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:
2
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1081-1145
Persistent link: https://www.econbiz.de/10011378591
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