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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic literature"
~isPartOf:"Research in economics : an international review of economics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~language:"hrv"
~language:"nld"
~language:"srp"
~person:"Heckman, James J."
~person:"Schmidt, Peter"
~person:"Tauchen, George Eugene"
~person:"Todorov, Viktor"
~subject:"Consumer behaviour"
~subject:"EU countries"
~subject:"Geldpolitik"
~subject:"Lieferkette"
~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
Theorie
USA
Unternehmenserfolg
Volatility
Welt
Wirkungsanalyse
Theory
31
Volatilität
26
Estimation theory
24
Schätztheorie
24
Estimation
23
Schätzung
23
Börsenkurs
13
Share price
13
Stochastic process
13
Stochastischer Prozess
13
Time series analysis
12
Zeitreihenanalyse
12
Capital income
11
Kapitaleinkommen
11
Method of moments
10
Momentenmethode
10
High-frequency data
8
United States
8
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Option pricing theory
7
Optionspreistheorie
7
Panel
7
Panel study
7
Stochastic volatility
7
Technical efficiency
7
Technische Effizienz
7
Econometrics
5
Impact assessment
5
Ökonometrie
5
CAPM
4
Induktive Statistik
4
Instrumental variables
4
Martingal
4
Martingale
4
Microeconometrics
4
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18
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Article
56
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1
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Article in journal
Aufsatz im Buch
Collection of articles written by one author
Sammelwerk
Sammlung
Aufsatz in Zeitschrift
57
Book review
2
Rezension
2
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1
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1
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1
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Heckman, James J.
Schmidt, Peter
Tauchen, George Eugene
Todorov, Viktor
Phillips, Peter C. B.
39
Bollerslev, Tim
27
Aït-Sahalia, Yacine
23
Ghysels, Eric
20
Titman, Sheridan
20
Pesaran, M. Hashem
19
Gouriéroux, Christian
18
Linton, Oliver
18
Shleifer, Andrei
18
Andersen, Torben
17
Diebold, Francis X.
17
McAleer, Michael
17
Swanson, Norman R.
17
Yu, Jun
17
Koop, Gary
16
Lee, Lung-fei
16
O'Hara, Maureen
16
Longstaff, Francis A.
15
Slottje, Daniel Jonathan
15
Stein, Jeremy C.
15
Timmermann, Allan
15
Corradi, Valentina
14
Fama, Eugene F.
14
Patton, Andrew J.
14
Whaley, Robert E.
14
French, Kenneth Ronald
13
Hong, Harrison G.
13
Michaely, Roni
13
Park, Joon Y.
13
Stulz, René M.
13
Thakor, Anjan V.
13
Chib, Siddhartha
12
Dufour, Jean-Marie
12
Granger, C. W. J.
12
Renault, Eric
12
Taylor, Robert
12
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Journal of econometrics
Journal of economic literature
Research in economics : an international review of economics
The journal of finance : the journal of the American Finance Association
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
The American economic review
15
Economics letters
12
The review of economics and statistics
12
Journal of political economy
11
Journal of productivity analysis
9
Econometric reviews
8
The economic journal : the journal of the Royal Economic Society
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of financial economics
6
Journal of labor economics
6
Handbooks in economics
4
International economic review
4
Journal of human resources : JHR
4
The review of economic studies
4
Economic inquiry : journal of the Western Economic Association International
3
Handbook of econometrics ; Vol. 6B
3
Journal of applied econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of the European Economic Association
3
Labour economics : official journal of the European Association of Labour Economists
3
Macroeconomic dynamics
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 financial studies
3
Annual review of economics
2
CESifo DICE report : journal for institutional comparisons
2
Econometric theory
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
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
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ECONIS (ZBW)
57
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57
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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
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:
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
Evaluation of the Reggio approach to early education
Biroli, Pietro
;
Del Boca, Daniela
;
Heckman, James J.
; …
- In:
Research in economics : an international review of economics
72
(
2018
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012041713
Saved in:
9
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:
10
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:
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