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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"
~person:"Tauchen, George Eugene"
~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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Konsumentenverhalten
Volatility
Volatilität
15
Estimation
9
Schätzung
9
Börsenkurs
8
Estimation theory
8
Schätztheorie
8
Share price
8
Stochastic process
8
Stochastischer Prozess
8
Theorie
7
Theory
7
High-frequency data
6
Stochastic volatility
6
Time series analysis
6
Zeitreihenanalyse
6
Capital income
5
Kapitaleinkommen
5
Martingal
3
Martingale
3
Method of moments
3
Momentenmethode
3
Option pricing theory
3
Optionspreistheorie
3
Semimartingale
3
Specification test
3
Adaptive estimation
2
Bayes-Statistik
2
Bayesian inference
2
Beta
2
Beta risk
2
Betafaktor
2
CAPM
2
Financial market
2
Finanzmarkt
2
Induktive Statistik
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Semiparametric efficiency
2
Spot variance
2
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Article
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Amtsdruckschrift
Article in journal
Bibliografie
Bibliographie enthalten
Conference paper
Konferenzbeitrag
Ratgeber
Aufsatz in Zeitschrift
15
Language
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Bulgarian
English
Hungarian
Malay (macrolanguage)
Author
All
Tauchen, George Eugene
Bollerslev, Tim
19
Todorov, Viktor
17
Andersen, Torben
11
Aït-Sahalia, Yacine
11
Janiszewski, Chris A.
11
McAleer, Michael
9
Krishna, Aradhna
8
Laran, Juliano
8
Meddahi, Nour
8
Wyer, Robert S.
8
Xiu, Dacheng
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
Ghysels, Eric
6
Kim, Donggyu
6
Lichtenstein, Donald R.
6
McGill, Ann L.
6
Meyers-Levy, Joan
6
Morales, Andrea C.
6
Shephard, Neil G.
6
Vohs, Kathleen D.
6
Wilcox, Keith
6
Asai, Manabu
5
Belk, Russell W.
5
Fishbach, Ayelet
5
Folkes, Valerie S.
5
Gal, David
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Grewal, Dhruv
5
Hallin, Marc
5
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Journal of consumer research : JCR ; an interdisciplinary bimonthly
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
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 financial econometrics : official journal of the Society for Financial Econometrics
2
Econometric theory
1
Econometrics : open access journal
1
Journal of financial economics
1
Nonparametric dynamic modelling
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review of finance : journal of the European Finance Association
1
The quarterly journal of finance
1
The review of economic studies
1
The review of economics and statistics
1
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ECONIS (ZBW)
15
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10
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15
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date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
Saved in:
8
Realized Laplace transforms for estimation of jump diffusive volatility models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009301899
Saved in:
9
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 102-118
Persistent link: https://www.econbiz.de/10009242533
Saved in:
10
A discrete-time model for daily S & P500 returns and realized variations : jumps and leverage effects
Bollerslev, Tim
;
Kretschmer, Uta
;
Pigorsch, Christian
; …
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 151-166
Persistent link: https://www.econbiz.de/10003858496
Saved in:
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