//--> //--> //--> //-->
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
~language:"eng"
~person:"Andersen, Torben"
~person:"Todorov, Viktor"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Volatility
64
Estimation
37
Schätzung
37
Capital income
31
Kapitaleinkommen
31
Theorie
26
Theory
26
Stochastic process
23
Stochastischer Prozess
23
Time series analysis
22
Zeitreihenanalyse
22
Börsenkurs
21
Share price
21
Estimation theory
19
Schätztheorie
19
USA
19
United States
19
Forecasting model
16
Prognoseverfahren
16
Option pricing theory
12
Optionspreistheorie
12
CAPM
9
High-frequency data
9
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Risikoprämie
8
Risk premium
8
Stochastic volatility
8
Market microstructure
7
Marktmikrostruktur
7
Martingal
7
Martingale
7
Statistical distribution
7
Statistische Verteilung
7
Beta risk
6
Betafaktor
6
Exchange rate
6
Induktive Statistik
6
Jumps
6
more ...
less ...
Online availability
All
Undetermined
24
Free
2
Type of publication
All
Article
64
Type of publication (narrower categories)
All
Article in journal
Bibliografie
Aufsatz in Zeitschrift
64
Arbeitspapier
58
Working Paper
58
Graue Literatur
55
Non-commercial literature
55
Aufsatz im Buch
6
Book section
6
Aufsatzsammlung
1
Collection of articles of several authors
1
Collection of articles written by one author
1
Hochschulschrift
1
Sammelwerk
1
Sammlung
1
Systematic review
1
Thesis
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
Author
All
Andersen, Torben
Todorov, Viktor
Gupta, Rangan
157
Bouri, Elie
94
Ma, Feng
92
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Tiwari, Aviral Kumar
65
Hammoudeh, Shawkat
64
Kang, Sang Hoon
54
Bollerslev, Tim
51
Mensi, Walid
51
McMillan, David G.
49
Wohar, Mark E.
49
Wang, Yudong
46
Xuan Vinh Vo
46
Kumar, Dilip
44
Zhang, Yaojie
44
Pierdzioch, Christian
43
Corbet, Shaen
42
Caporale, Guglielmo Maria
41
Demirer, Rıza
39
Lucey, Brian M.
39
Wei, Yu
39
Liang, Chao
37
Salisu, Afees A.
37
Yoon, Seong-min
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Hegerty, Scott W.
35
Ji, Qiang
34
Roubaud, David
34
Brooks, Robert
32
Hamori, Shigeyuki
32
Zhang, Jin E.
32
Apergēs, Nikolaos
31
Ryu, Doojin
31
Asai, Manabu
30
Degiannakis, Stavros
30
Gil-Alaña, Luis A.
30
more ...
less ...
Published in...
All
Journal of econometrics
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
The journal of finance : the journal of the American Finance Association
6
Journal of financial economics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric theory
2
International economic review
2
Journal of applied econometrics
2
Journal of financial markets
2
Quantitative economics : QE ; journal of the Econometric Society
2
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
NBER reporter online
1
Review of finance : journal of the European Finance Association
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The review of economics and statistics
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
64
Showing
1
-
10
of
64
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
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
4
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:
5
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
6
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->