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~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of public economics"
~isPartOf:"The American economic review"
~language:"eng"
~person:"Todorov, Viktor"
~subject:"Einkommensverteilung"
~subject:"Geldpolitik"
~subject:"Panel study"
~subject:"Schätztheorie"
~subject:"Schätzung"
~subject:"Spieltheorie"
~subject:"Welt"
~type:"article"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Congress Report"
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Einkommensverteilung
Geldpolitik
Panel study
Schätztheorie
Schätzung
Spieltheorie
Welt
Volatility
17
Volatilität
17
Estimation
14
Stochastic process
11
Stochastischer Prozess
11
Estimation theory
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
2
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11
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Arbeitspapier
Article in journal
Conference proceedings
Congress Report
Aufsatz in Zeitschrift
16
Language
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English
Author
All
Todorov, Viktor
Phillips, Peter C. B.
40
Lee, Lung-fei
30
Li, Qi
27
Su, Liangjun
27
Baltagi, Badi H.
25
Linton, Oliver
25
Pesaran, M. Hashem
25
Chen, Songnian
21
Robinson, Peter M.
21
Westerlund, Joakim
18
Gao, Jiti
17
Hahn, Jinyong
17
Schmidt, Peter
17
Wooldridge, Jeffrey M.
17
Fan, Yanqin
16
Egger, Peter
15
Krämer, Walter
15
Stengos, Thanasēs
15
Cai, Zongwu
14
Chen, Xiaohong
14
Gouriéroux, Christian
14
Kapetanios, George
14
Kumbhakar, Subal
14
Park, Joon Y.
14
Tu, Yundong
14
Ullah, Aman
14
Zhang, Xinyu
14
Aït-Sahalia, Yacine
13
Bollerslev, Tim
13
Hsiao, Cheng
13
Newey, Whitney K.
13
Slottje, Daniel Jonathan
13
Taylor, Robert
13
White, Halbert
13
Yu, Jihai
13
Andrews, Donald W. K.
12
Bai, Jushan
12
Chib, Siddhartha
12
Diebold, Francis X.
12
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Economics letters
Journal of econometrics
Journal of public economics
The American economic review
Journal of financial economics
4
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Quantitative economics : QE ; journal of the Econometric Society
2
Journal of applied econometrics
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
1
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ECONIS (ZBW)
16
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1
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10
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16
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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
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:
7
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:
8
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:
9
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:
10
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:
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