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~isPartOf:"Journal of consumer research : JCR ; an interdisciplinary bimonthly"
~isPartOf:"Journal of econometrics"
~language:"bul"
~language:"eng"
~language:"hun"
~language:"msa"
~language:"spa"
~person:"Tauchen, George Eugene"
~person:"Todorov, Viktor"
~subject:"Bayes-Statistik"
~subject:"Konsumentenverhalten"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Bayes-Statistik
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Volatility
Volatilität
25
Estimation
16
Schätzung
16
Stochastic process
13
Stochastischer Prozess
13
Estimation theory
12
Schätztheorie
12
Börsenkurs
11
Capital income
11
Kapitaleinkommen
11
Share price
11
Theorie
11
Theory
11
High-frequency data
8
Time series analysis
8
Zeitreihenanalyse
8
Stochastic volatility
7
Option pricing theory
6
Optionspreistheorie
6
Nichtparametrisches Verfahren
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Nonparametric statistics
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CAPM
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Induktive Statistik
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Martingal
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Martingale
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Method of moments
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Options
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Statistical inference
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Aktienindex
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Beta risk
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Betafaktor
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Forecasting model
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Jumps
3
Option trading
3
Optionsgeschäft
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Prognoseverfahren
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Semimartingale
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Amtsdruckschrift
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26
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Bulgarian
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Tauchen, George Eugene
Todorov, Viktor
Bollerslev, Tim
19
Andersen, Torben
11
Aït-Sahalia, Yacine
11
Janiszewski, Chris A.
11
Gallant, A. Ronald
9
McAleer, Michael
9
Koop, Gary
8
Krishna, Aradhna
8
Laran, Juliano
8
Meddahi, Nour
8
Wyer, Robert S.
8
Xiu, Dacheng
8
Yu, Jun
8
Zhang, Xinyu
8
Bagchi, Rajesh
7
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Rucker, Derek D.
7
Shiv, Baba
7
Argo, Jennifer J.
6
Bearden, William O.
6
Berger, Jonah
6
Cavaliere, Giuseppe
6
Dijk, Herman K. van
6
Ghysels, Eric
6
Kim, Donggyu
6
Lichtenstein, Donald R.
6
Maheu, John M.
6
McGill, Ann L.
6
Meyers-Levy, Joan
6
Morales, Andrea C.
6
Schorfheide, Frank
6
Shephard, Neil G.
6
Vohs, Kathleen D.
6
Wilcox, Keith
6
Asai, Manabu
5
Belk, Russell W.
5
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Journal of consumer research : JCR ; an interdisciplinary bimonthly
Journal of econometrics
Journal of financial economics
5
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 business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Quantitative economics : QE ; journal of the Econometric Society
2
Econometric theory
1
Econometrics : open access journal
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Nonparametric dynamic modelling
1
Review of finance : journal of the European Finance Association
1
The journal of finance : the journal of the American Finance Association
1
The quarterly journal of finance
1
The review of economic studies
1
The review of economics and statistics
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ECONIS (ZBW)
26
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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
New directions in nonlinear structural estimation : Bayes and Frequentist: editorial
Tauchen, George Eugene
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10013441706
Saved in:
5
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:
6
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:
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
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
9
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:
10
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
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