//--> //--> //-->
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"
~subject:"Share price"
~subject:"Statistical test"
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: "Andersen, Torben G."
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Share price
Statistical test
Volatility
12
Volatilität
12
Estimation theory
7
Schätztheorie
7
Time series analysis
7
Zeitreihenanalyse
7
Capital income
6
Kapitaleinkommen
6
Estimation
5
Forecasting model
5
Prognoseverfahren
5
Schätzung
5
Theorie
5
Theory
5
High-frequency data
3
Induktive Statistik
3
Market microstructure
3
Marktmikrostruktur
3
Noise Trading
3
Noise trading
3
Statistical inference
3
Stochastic process
3
Stochastic volatility
3
Stochastischer Prozess
3
Börsenkurs
2
Factor analysis
2
Faktorenanalyse
2
Financial market
2
Finanzmarkt
2
Fractional integration
2
Frequency domain inference
2
Market microstructure noise
2
Stable convergence
2
Statistischer Test
2
Volatility forecasting
2
1954-1995
1
ARCH model
1
ARCH-Modell
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Andersen, Torben
4
Todorov, Viktor
2
Varneskov, Rasmus Tangsgaard
2
Li, Yingying
1
Riva, Raul
1
Thyrsgaard, Martin
1
Zhou, Bo
1
more ...
less ...
Published in...
All
Journal of econometrics
NBER Working Paper
4
NBER working paper series
4
The journal of finance : the journal of the American Finance Association
3
Working paper / National Bureau of Economic Research, Inc.
3
CFS working paper series
2
CREATES research paper
2
Foreign exchange markets
2
Journal of financial markets
2
Econometric theory
1
Financial Institutions Center
1
Journal of financial econometrics
1
NBER reporter online
1
Quantitative economics : QE ; journal of the Econometric Society
1
Working papers / Financial Institutions Center
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
4
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->