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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"
~subject:"Theorie"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Search: subject:"Stochastischer Prozess"
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Theorie
Volatilität
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Stochastic process
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Stochastischer Prozess
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Phillips, Peter C. B.
3
Todorov, Viktor
3
Tauchen, George Eugene
2
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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
European journal of operational research : EJOR
487
International journal of theoretical and applied finance
220
Journal of econometrics
185
Insurance / Mathematics & economics
177
Finance and stochastics
152
Computers & operations research : and their applications to problems of world concern ; an international journal
146
International journal of production research
128
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127
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116
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103
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Economics letters
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INFORMS journal on computing : JOC
63
Computational Management Science : CMS
59
Journal of mathematical finance
57
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56
Journal of economic theory
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
55
Energy economics
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Finance research letters
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Mathematical methods of operations research
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Annals of finance
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Transportation research / E : an international journal
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International journal of financial engineering
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Discussion papers of interdisciplinary research project 373
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Econometric theory
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CREATES research paper
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Journal of banking & finance
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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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
Insider trading, stochastic liquidity, and equilibrium prices
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1441-1475
Persistent link: https://www.econbiz.de/10011611102
Saved in:
3
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:
4
Survival versus profit maximization in a dynamic stochastic experiment
Oprea, Ryan
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
6
,
pp. 2225-2255
Persistent link: https://www.econbiz.de/10011560352
Saved in:
5
Nearly efficient likelihood ratio tests of the unit root hypothesis
Jansson, Michael
;
Nielsen, Ørregaard
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 2321-2332
Persistent link: https://www.econbiz.de/10009665449
Saved in:
6
Dynamic competition with random demand and costless search : a theory of price posting
Deneckere, Raymond J.
;
Peck, James
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
3
,
pp. 1185-1247
Persistent link: https://www.econbiz.de/10009629014
Saved in:
7
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:
8
Dynamic valuation decomposition within stochastic economies
Hansen, Lars Peter
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
3
,
pp. 911-967
Persistent link: https://www.econbiz.de/10009629023
Saved in:
9
Identification and estimation of stochastic bargaining models
Merlo, Antonio
;
Tang, Xun
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1563-1604
Persistent link: https://www.econbiz.de/10009629520
Saved in:
10
Waiting for news in the market for lemons
Daley, Brendan
;
Green, Brett
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1433-1504
Persistent link: https://www.econbiz.de/10009629524
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