//--> //--> //-->
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:"Erdemlioglu, Deniz"
~person:"Todorov, Viktor"
~subject:"Jumps"
~type_genre:"Article in journal"
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:"Stochastic+process"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Jumps
Stochastic process
21
Stochastischer Prozess
21
Volatility
21
Volatilität
21
Estimation
14
Schätzung
14
Time series analysis
10
Zeitreihenanalyse
10
Capital income
9
Kapitaleinkommen
9
Estimation theory
8
Schätztheorie
8
Börsenkurs
7
High-frequency data
7
Share price
7
Stochastic volatility
7
Martingal
6
Martingale
6
Option pricing theory
6
Optionspreistheorie
6
Theorie
5
Theory
5
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Factor analysis
3
Faktorenanalyse
3
Option trading
3
Options
3
Optionsgeschäft
3
Semimartingale
3
high-frequency data
3
jumps
3
stochastic volatility
3
ARCH model
2
ARCH-Modell
2
Aktienindex
2
Factor model
2
Index futures
2
Index-Futures
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Erdemlioglu, Deniz
Todorov, Viktor
Li, Jia
4
Bollerslev, Tim
3
Aït-Sahalia, Yacine
2
Laurent, Sébastien
2
Laurini, Márcio Poletti
2
Li, Chenxu
2
Tauchen, George Eugene
2
Aiube, Fernando Antônio Lucena
1
Andersen, Torben
1
Baum, Christopher F.
1
Boswijk, Herman Peter
1
Branger, Nicole
1
Bregantini, Daniele
1
Bu, Di
1
Cartea, Álvaro
1
Chaim, Pedro
1
Chan, Joshua
1
Chaves, Leonardo Salim Saker
1
Chen, Liyuan
1
Chen, Rui
1
Chern, Shane
1
Chorro, Christophe
1
Clinet, Simon
1
Creel, Michael D.
1
Eom, Young Ho
1
Fusari, Nicola
1
González-Pedraz, Carlos
1
Grant, Angelia L.
1
Grobys, Klaus
1
Hain, Martin
1
Hansis, Alexandra
1
Hurn, Stan
1
Ielpo, Florian
1
Jang, Woon Wook
1
Jondeau, Eric
1
Kim, Don H.
1
Kim, Sol
1
Kokholm, Thomas
1
more ...
less ...
Published in...
All
Journal of econometrics
2
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
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
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
4
Which continuous-time model is most appropriate for exchange rates?
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 256-268
Persistent link: https://www.econbiz.de/10011586923
Saved in:
5
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->