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~isPartOf:"Journal of econometrics"
~person:"Madan, Dilip B."
~person:"Todorov, Viktor"
~subject:"Capital income"
~subject:"Jumps"
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Capital income
Jumps
Stochastic process
11
Stochastischer Prozess
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Volatility
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Volatilität
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Estimation
9
Schätzung
9
Estimation theory
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Madan, Dilip B.
Todorov, Viktor
Tauchen, George Eugene
4
Bollerslev, Tim
3
Aït-Sahalia, Yacine
2
Li, Jia
2
Ahsan, Nazmul
1
Andersen, Torben
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Asai, Manabu
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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
Finance research letters
1
Financial engineering
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
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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
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2
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:
3
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
4
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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