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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"
~person:"Todorov, Viktor"
~subject:"Jumps"
~subject:"Stochastic process"
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Jumps
Stochastic process
Stochastischer Prozess
3
Volatility
3
Volatilität
3
Time series analysis
2
Zeitreihenanalyse
2
jumps
2
stochastic volatility
2
1990-2008
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Estimation
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Option pricing theory
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Optionsgeschäft
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Optionspreistheorie
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Schätztheorie
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USA
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Todorov, Viktor
Phillips, Peter C. B.
3
Tauchen, George Eugene
2
Abbring, Jaap H.
1
Andersen, Torben
1
Barberà, Salvador
1
Barrett, Garry F.
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Bogomolnaia, Anna
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1
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1
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1
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1
Doraszelski, Ulrich
1
Elerian, Ola
1
Engle, Robert F.
1
Fos, Vyacheslav
1
Fusari, Nicola
1
Green, Brett
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Hamilton, James D.
1
Hansen, Lars Peter
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Imbens, Guido
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1
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1
Komunjer, Ivana
1
Kryczka, Dominika
1
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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
Journal of econometrics
11
ERID working paper
4
Economic Research Initiatives at Duke (ERID) Working Paper
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
CREATES research paper
1
Global COE Hi-Stat discussion paper series
1
Journal of financial economics
1
NBER Working Paper
1
NBER working paper series
1
Quantitative economics : QE ; journal of the Econometric Society
1
SFB 649 discussion paper
1
Working paper / National Bureau of Economic Research, Inc.
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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
Saved in:
3
The realized Laplace transform of volatility
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
3
,
pp. 1105-1127
Persistent link: https://www.econbiz.de/10009629019
Saved in:
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