//--> //--> //--> //-->
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
~person:"Doucet, Arnaud"
~person:"Todorov, Viktor"
~subject:"Volatility"
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: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Estimation theory
27
Schätztheorie
27
Volatilität
22
Estimation
17
Schätzung
17
Time series analysis
17
Zeitreihenanalyse
17
Stochastic process
15
Stochastischer Prozess
15
Börsenkurs
9
Share price
9
Capital income
6
Kapitaleinkommen
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Option pricing theory
6
Optionspreistheorie
6
High-frequency data
5
Stochastic volatility
5
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Co-heteroscedasticity
3
Flexible Parametric Model
3
Gibbs Sampling
3
Markov Chain Monte Carlo
3
Markov chain
3
Markov-Kette
3
Martingal
3
Martingale
3
Multivariate Analyse
3
Multivariate analysis
3
Options
3
Particle Filter
3
State space model
3
Statistical distribution
3
Statistische Verteilung
3
Zustandsraummodell
3
alternating-order
3
reparameterization
3
more ...
less ...
Online availability
All
Free
10
Undetermined
10
Type of publication
All
Article
12
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Graue Literatur
7
Non-commercial literature
7
Arbeitspapier
6
Working Paper
6
Language
All
English
22
Author
All
Doucet, Arnaud
Todorov, Viktor
Koopman, Siem Jan
19
Li, Jia
18
Kumar, Dilip
16
Li, Yingying
15
Teräsvirta, Timo
15
Maheswaran, S.
14
Tauchen, George Eugene
14
Brandt, Michael W.
13
Diebold, Francis X.
12
Hafner, Christian M.
12
Kim, Donggyu
12
Härdle, Wolfgang
11
Mancino, Maria Elvira
11
Andersen, Torben
10
Liu, Zhi
10
Silvennoinen, Annastiina
10
Swanson, Norman R.
10
Fan, Jianqing
9
Ghysels, Eric
9
Lucas, André
9
Mykland, Per A.
9
Rodriguez, Gabriel
9
Spokojnyj, Vladimir G.
9
Alizadeh, Sassan
8
Hurvich, Clifford M.
8
Linton, Oliver
8
Wang, Yazhen
8
Bibinger, Markus
7
Bollerslev, Tim
7
Cavaliere, Giuseppe
7
Croux, Christophe
7
Daníelsson, Jón
7
Fernández-Villaverde, Jesús
7
Francq, Christian
7
Gouriéroux, Christian
7
Hautsch, Nikolaus
7
Nelson, Daniel B.
7
Nolte, Ingmar
7
Sanfelici, Simona
7
more ...
less ...
Published in...
All
Journal of econometrics
10
ERID working paper
3
Economic Research Initiatives at Duke (ERID) Working Paper
2
GRIPS discussion papers
2
CAMA working paper series
1
CREATES research paper
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
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
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
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
4
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:
5
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:
6
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
7
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
8
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:
9
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:
10
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->