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~person:"Li, Degui"
~person:"Todorov, Viktor"
~subject:"Volatility"
~type:"article"
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Search: subject:"Nonparametric statistics"
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Volatility
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Estimation theory
17
Schätztheorie
17
Estimation
10
Schätzung
10
Time series analysis
9
Volatilität
9
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Li, Degui
Todorov, Viktor
Gupta, Rangan
18
Balcilar, Mehmet
14
Wohar, Mark E.
7
Renò, Roberto
6
Bollerslev, Tim
5
Li, Jia
5
Linton, Oliver
5
Zu, Yang
5
Boswijk, Herman Peter
4
Bouri, Elie
4
Maheu, John M.
4
Tauchen, George Eugene
4
Aït-Sahalia, Yacine
3
Demirer, Rıza
3
Gao, Jiti
3
Kristensen, Dennis
3
Li, Yingying
3
Phillips, Peter C. B.
3
Pierdzioch, Christian
3
Podolskij, Mark
3
Sanfelici, Simona
3
Shahbaz, Muhammad
3
Suleman, Tahir
3
Andersen, Torben
2
Ausín, M. Concepción
2
Bandi, Federico M.
2
Barunik, Jozef
2
Cai, Zongwu
2
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2
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2
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2
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2
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2
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2
Diebold, Francis X.
2
Dimitrakopoulos, Stefanos
2
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2
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2
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Journal of econometrics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
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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
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:
3
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:
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 estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
Saved in:
6
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
Saved in:
7
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:
8
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:
9
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
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