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~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"Oxford bulletin of economics and statistics"
~language:"eng"
~language:"lit"
~language:"und"
~person:"Todorov, Viktor"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Geldpolitik
Großbritannien
Volatility
Volatilität
Estimation
14
Schätzung
14
Stochastic process
11
Stochastischer Prozess
11
Estimation theory
10
Schätztheorie
10
Capital income
9
Kapitaleinkommen
9
Börsenkurs
8
Share price
8
Time series analysis
8
Zeitreihenanalyse
8
High-frequency data
7
Stochastic volatility
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Option pricing theory
5
Optionspreistheorie
5
Theorie
5
Theory
5
Options
4
Aktienindex
3
Beta risk
3
Betafaktor
3
CAPM
3
Induktive Statistik
3
Jumps
3
Martingal
3
Martingale
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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Fallstudie
Statistik
Aufsatz in Zeitschrift
17
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English
Lithuanian
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Todorov, Viktor
Bollerslev, Tim
20
Tauchen, George Eugene
15
Andersen, Torben
11
Aït-Sahalia, Yacine
11
McAleer, Michael
9
Meddahi, Nour
8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Pesaran, M. Hashem
7
Barigozzi, Matteo
6
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Kim, Donggyu
6
Ma, Feng
6
Machin, Stephen
6
Minford, Patrick
6
Shephard, Neil G.
6
Stewart, Mark B.
6
Taylor, Robert
6
Asai, Manabu
5
Brooks, Chris
5
Dufrénot, Gilles
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Gupta, Rangan
5
Hall, Stephen G.
5
Hallin, Marc
5
Jawadi, Fredj
5
Li, Yingying
5
Linton, Oliver
5
Marcellino, Massimiliano
5
Montes, Gabriel Caldas
5
Rahbek, Anders
5
Ratti, Ronald A.
5
Renault, Eric
5
Sloane, Peter J.
5
Todorova, Neda
5
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Economic modelling
Journal of econometrics
Oxford bulletin of economics and statistics
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 financial economics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Quantitative economics : QE ; journal of the Econometric Society
3
Econometric theory
1
Journal of applied econometrics
1
Journal of financial econometrics
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
17
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1
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10
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17
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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
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:
7
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:
8
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:
9
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:
10
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:
1
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