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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic literature"
~isPartOf:"Research in economics : an international review of economics"
~language:"eng"
~language:"hrv"
~language:"nld"
~language:"srp"
~person:"Heckman, James J."
~person:"Schmidt, Peter"
~person:"Todorov, Viktor"
~subject:"Consumer behaviour"
~subject:"EU countries"
~subject:"Geldpolitik"
~subject:"Lieferkette"
~subject:"Schätzung"
~subject:"Theorie"
~subject:"USA"
~subject:"Unternehmenserfolg"
~subject:"Volatility"
~subject:"Welt"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammelwerk"
~type_genre:"Sammlung"
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Consumer behaviour
EU countries
Geldpolitik
Lieferkette
Schätzung
Theorie
USA
Unternehmenserfolg
Volatility
Welt
Wirkungsanalyse
Theory
27
Estimation theory
23
Schätztheorie
23
Estimation
22
Volatilität
20
Stochastic process
14
Stochastischer Prozess
14
Time series analysis
13
Zeitreihenanalyse
13
Capital income
11
Kapitaleinkommen
11
Börsenkurs
8
High-frequency data
8
Share price
8
Method of moments
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Momentenmethode
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Panel
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Panel study
7
Technical efficiency
7
Technische Effizienz
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Stochastic volatility
6
United States
6
Impact assessment
5
Option pricing theory
5
Optionspreistheorie
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CAPM
4
Econometrics
4
Factor analysis
4
Faktorenanalyse
4
Instrumental variables
4
Jumps
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Martingal
4
Martingale
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52
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Aufsatz im Buch
Collection of articles written by one author
Sammelwerk
Sammlung
Aufsatz in Zeitschrift
53
Book review
2
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Heckman, James J.
Schmidt, Peter
Todorov, Viktor
Phillips, Peter C. B.
45
Ghysels, Eric
29
Koop, Gary
27
Linton, Oliver
27
Bollerslev, Tim
26
Pesaran, M. Hashem
25
Tauchen, George Eugene
24
Diebold, Francis X.
22
Gouriéroux, Christian
22
Swanson, Norman R.
21
Taylor, Robert
19
Aït-Sahalia, Yacine
18
Corradi, Valentina
18
Lee, Lung-fei
18
McAleer, Michael
18
Slottje, Daniel Jonathan
18
Steel, Mark F. J.
18
Yu, Jun
18
Gao, Jiti
17
Patton, Andrew J.
17
Su, Liangjun
17
Timmermann, Allan
17
Li, Qi
16
Lucas, André
16
Andersen, Torben
15
Chib, Siddhartha
15
Granger, C. W. J.
15
Hsiao, Cheng
15
Koopman, Siem Jan
15
Maasoumi, Esfandiar
15
Barnett, William A.
14
Dufour, Jean-Marie
14
Engle, Robert F.
14
Park, Joon Y.
14
Renault, Eric
14
White, Halbert
14
Baltagi, Badi H.
13
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of economic literature
Research in economics : an international review of economics
The American economic review
15
Journal of political economy
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Economics letters
12
Journal of productivity analysis
10
The review of economics and statistics
10
Econometric reviews
8
The economic journal : the journal of the Royal Economic Society
7
Journal of labor economics
6
Journal of financial economics
5
Handbooks in economics
4
International economic review
4
Journal of human resources : JHR
4
Economic inquiry : journal of the Western Economic Association International
3
Handbook of econometrics ; Vol. 6B
3
Journal of applied econometrics
3
Journal of the European Economic Association
3
Labour economics : official journal of the European Association of Labour Economists
3
Quantitative economics : QE ; journal of the Econometric Society
3
The journal of economic perspectives : EP ; a journal of the American Economic Association
3
The review of economic studies
3
Annual review of economics
2
CESifo DICE report : journal for institutional comparisons
2
Economic modelling
2
Evaluation of training and other social programmes
2
Fiscal studies : the journal of the Institute for Fiscal Studies
2
Journal of consumer policy : consumer issues in law, economics and behavioural sciences
2
Journal of human capital : JHC
2
Macroeconomic dynamics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Review of economic dynamics
2
The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
2
The Scandinavian journal of economics
2
The econometrics of panel data : fundamentals and recent developments in theory and practice ; with 13 figures and 43 tables
2
The journal of finance : the journal of the American Finance Association
2
The public interest
2
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ECONIS (ZBW)
53
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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
An econometric approach to the estimation of multi-level models
Yang, Yimin
;
Schmidt, Peter
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 532-543
Persistent link: https://www.econbiz.de/10012618588
Saved in:
7
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:
8
The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10012262503
Saved in:
9
Publishing and promotion in economics : the tyranny of the top five
Heckman, James J.
;
Moktan, Sidharth
- In:
Journal of economic literature
58
(
2020
)
2
,
pp. 419-470
Persistent link: https://www.econbiz.de/10012318423
Saved in:
10
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
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