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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~person:"Todorov, Viktor"
~subject:"Börsenkurs"
~subject:"Credit risk"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Portfolio selection"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammelwerk"
~type_genre:"Statistik"
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Börsenkurs
Credit risk
EU countries
Economic growth
Entwicklungsländer
Portfolio selection
Supply chain
Theory
United Kingdom
Theorie
28
Estimation theory
22
Schätztheorie
22
Volatility
22
Volatilität
22
Estimation
19
Schätzung
19
Stochastic process
13
Stochastischer Prozess
13
Time series analysis
13
Zeitreihenanalyse
13
Capital income
10
Kapitaleinkommen
10
Option pricing theory
10
Optionspreistheorie
10
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Share price
8
High-frequency data
7
Kreditrisiko
7
Induktive Statistik
6
Statistical inference
6
Stochastic volatility
6
Derivat
5
Derivative
5
Factor analysis
4
Faktorenanalyse
4
Martingal
4
Martingale
4
Options
4
Statistical distribution
4
Statistische Verteilung
4
Yield curve
4
Zinsstruktur
4
Aktienindex
3
Beta risk
3
Betafaktor
3
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Article
38
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Article in journal
Aufsatz in Zeitschrift
Collection of articles of several authors
Collection of articles written by one author
Sammelwerk
Statistik
Festschrift
1
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English
Estonian
Spanish
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Gouriéroux, Christian
Jarrow, Robert A.
Todorov, Viktor
Phillips, Peter C. B.
38
Koop, Gary
20
Linton, Oliver
18
Ghysels, Eric
17
Pesaran, M. Hashem
17
Swanson, Norman R.
17
Lee, Lung-fei
16
Yu, Jun
16
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
13
Diebold, Francis X.
13
Fabozzi, Frank J.
13
Granger, C. W. J.
13
Timmermann, Allan
13
Chib, Siddhartha
12
Dufour, Jean-Marie
12
McAleer, Michael
12
Renault, Eric
12
Taylor, Robert
12
Xiao, Zhijie
12
Bollerslev, Tim
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Chen, Ren-Raw
10
Corradi, Valentina
10
Hong, Yongmiao
10
Hsiao, Cheng
10
Park, Joon Y.
10
Scaillet, Olivier
10
Sentana, Enrique
10
Tsionas, Efthymios G.
10
Whang, Yoon-jae
10
Li, Qi
9
Lucas, André
9
Maasoumi, Esfandiar
9
Magnus, Jan R.
9
Monfort, Alain
9
Robinson, Peter M.
9
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Journal of econometrics
Journal of empirical finance
The journal of fixed income
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Review of derivatives research
11
Journal of banking & finance
9
Finance research letters
7
Annales d'économie et de statistique
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Mathematics and financial economics
6
The journal of finance : the journal of the American Finance Association
6
The quarterly journal of finance
6
Econometric theory
5
International journal of theoretical and applied finance
5
Journal of financial and quantitative analysis : JFQA
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The review of financial studies
5
Annals of economics and statistics
4
Annual review of financial economics
4
Annals of finance
3
Econometric reviews
3
Finance and stochastics
3
Journal of financial econometrics
3
Journal of financial economics
3
The journal of credit risk : published quarterly by Incisive Media
3
The journal of portfolio management : a publication of Institutional Investor
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Economics letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial markets
2
Journal of risk
2
Quantitative economics : QE ; journal of the Econometric Society
2
Quantitative finance
2
Review of finance : journal of the European Finance Association
2
Advances in futures and options research : a research annual
1
Agricultural finance review
1
Duration transition and count data models
1
Dynamique des marchés financiers et prévisions
1
European finance review : the official journal of the European Finance Association
1
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Source
All
ECONIS (ZBW)
39
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39
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1
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
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
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:
5
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
6
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:
7
Double instrumental variable estimation of interaction models with big data
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 176-197
Persistent link: https://www.econbiz.de/10011918688
Saved in:
8
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:
9
Theoretical and financial econometrics : essays in honor of C. Gourieroux
Darolles, Serge
(
ed.
);
Renault, Eric
(
ed.
); …
-
2017
Persistent link: https://www.econbiz.de/10011918068
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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