//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"ind"
~person:"Hsiao, Cheng"
~person:"Todorov, Viktor"
~type_genre:"Article in journal"
~type_genre:"Bibliographie enthalten"
~type_genre:"Lehrbuch"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
21
Schätztheorie
21
Estimation
18
Schätzung
18
Volatility
17
Volatilität
17
Theorie
15
Theory
15
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Stochastic process
11
Stochastischer Prozess
11
Time series analysis
10
Zeitreihenanalyse
10
Capital income
9
Kapitaleinkommen
9
Börsenkurs
8
Panel
8
Panel study
8
Share price
8
High-frequency data
7
Statistical test
6
Statistischer Test
6
Stochastic volatility
6
Ökonometrie
6
Econometrics
5
Method of moments
5
Momentenmethode
5
Option pricing theory
5
Optionspreistheorie
5
Forecasting model
4
Induktive Statistik
4
Options
4
Prognoseverfahren
4
Statistical inference
4
Aktienindex
3
Asymptotic bias
3
Beta risk
3
Betafaktor
3
Bias
3
more ...
less ...
Online availability
All
Undetermined
19
Type of publication
All
Article
42
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
Bibliographie enthalten
Lehrbuch
Aufsatz in Zeitschrift
47
Festschrift
5
Collection of articles of several authors
4
Konferenzschrift
4
Sammelwerk
4
Conference paper
1
Conference proceedings
1
Konferenzbeitrag
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
Indonesian
Author
All
Hsiao, Cheng
Todorov, Viktor
Phillips, Peter C. B.
66
Linton, Oliver
46
Lee, Lung-fei
35
Taylor, Robert
32
Li, Qi
30
Ghysels, Eric
29
Robinson, Peter M.
29
Su, Liangjun
28
Pesaran, M. Hashem
27
Park, Joon Y.
26
Gao, Jiti
25
Aït-Sahalia, Yacine
24
Gouriéroux, Christian
24
White, Halbert
24
Yu, Jun
24
Bollerslev, Tim
23
Chen, Songnian
23
Chen, Xiaohong
23
Koop, Gary
23
Swanson, Norman R.
23
Renault, Eric
22
Timmermann, Allan
22
McAleer, Michael
21
Schmidt, Peter
21
Xiao, Zhijie
21
Baltagi, Badi H.
20
Dufour, Jean-Marie
20
Lewbel, Arthur
20
Tauchen, George Eugene
20
Bai, Jushan
19
Andrews, Donald W. K.
18
Corradi, Valentina
18
Diebold, Francis X.
18
Horowitz, Joel
18
Ng, Serena
18
Slottje, Daniel Jonathan
18
Cai, Zongwu
17
Dijk, Herman K. van
17
more ...
less ...
Institution
All
Chengdu International Econometrics Conference in Honor of Professor Cheng Hsiao's Contribution to Econometrics <2012, Chengdu>
1
International Symposium on Financial Engineering and Risk Management <2018, Schanghai>
1
Published in...
All
Journal of econometrics
Econometric reviews
14
Econometric theory
9
Journal of applied econometrics
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Journal of financial economics
4
China economic review : an international journal
3
Monetary and economic studies
3
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
3
Econometric Society monographs
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Oxford bulletin of economics and statistics
2
Pacific economic review
2
Quantitative economics : QE ; journal of the Econometric Society
2
Review of Pacific Basin financial markets and policies
2
The econometrics journal
2
The journal of finance : the journal of the American Finance Association
2
The review of economic studies
2
Annals of economics and finance
1
Asia-Pacific journal of accounting & economics : APJAE
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Econometric Society monographs series
1
Econometrics : open access journal
1
Economic development and cultural change
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
India macroeconomics annual ...
1
International economic review
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of regional science
1
Journal of time series econometrics
1
Resources and energy : a journal devoted to interdisciplinary studies in the allocation of natural resources
1
Statistical papers
1
The Chinese economy
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Singapore economic review
1
The journal of development studies : JDS
1
more ...
less ...
Source
All
ECONIS (ZBW)
47
Showing
1
-
10
of
47
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Annals issue: financial econometrics in the age of the digital economy
Zhang, Zhengjun
(
ed.
);
Todorov, Viktor
(
ed.
); …
-
International Symposium on Financial Engineering and …
-
2021
Persistent link: https://www.econbiz.de/10012619792
Saved in:
7
Editorial for the special issue on financial econometrics in the age of the digital economy
Linton, Oliver
;
Todorov, Viktor
;
Zhang, Zhengjun
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 265-268
Persistent link: https://www.econbiz.de/10012619415
Saved in:
8
Recursive estimation in large panel data models : theory and practice
Jiang, Bin
;
Yang, Yanrong
;
Gao, Jiti
;
Hsiao, Cheng
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 439-465
Persistent link: https://www.econbiz.de/10013275396
Saved in:
9
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:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->