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~isPartOf:"Journal of econometrics"
~person:"Karlsson, Sune"
~person:"Scharth, Marcel"
~person:"Todorov, Viktor"
~subject:"Estimation theory"
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Search: subject:"Stochastic Volatility"
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Estimation theory
Stochastic process
7
Stochastic volatility
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
Schätztheorie
6
Estimation
5
High-frequency data
5
Schätzung
5
Börsenkurs
4
Share price
4
Capital income
3
Kapitaleinkommen
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Time series analysis
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Zeitreihenanalyse
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Induktive Statistik
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Martingal
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Martingale
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Specification test
2
Statistical inference
2
ARCH model
1
ARCH-Modell
1
Adaptive estimation
1
Aktienindex
1
Asymmetric volatility activity
1
Asymptotic bias
1
Bayes-Statistik
1
Bayesian inference
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Beta
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Beta risk
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Betafaktor
1
Bootstrap
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Bootstrap approach
1
Bootstrap-Verfahren
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Factor analysis
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Faktorenanalyse
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Implied volatility
1
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Karlsson, Sune
Scharth, Marcel
Todorov, Viktor
Tauchen, George Eugene
4
Li, Jia
3
Andersen, Torben
2
Varneskov, Rasmus Tangsgaard
2
Ahsan, Nazmul
1
Carriero, Andrea
1
Chaker, Selma
1
Chen, Rui
1
Choi, Yongok
1
Christensen, Kimberly
1
Clark, Todd E.
1
Dufour, Jean-Marie
1
Fernández-Villaverde, Jesús
1
Fusari, Nicola
1
Grynkiv, Iaryna
1
Guerrón-Quintana, Pablo A.
1
Ho, Hwai-chung
1
Jacewitz, Stefan
1
Kastner, Gregor
1
Kohn, Robert
1
Marcellino, Massimiliano
1
Park, Joon Y.
1
Podolskij, Mark
1
Rubio-Ramírez, Juan Francisco
1
Thamrongrat, Nopporn
1
Tong, Howell
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1
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Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
6
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1
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:
2
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:
3
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:
4
Particle efficient importance sampling
Scharth, Marcel
;
Kohn, Robert
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10011591626
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
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
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