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~person:"Todorov, Viktor"
~subject:"Jumps"
~subject:"Stochastic process"
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Search: subject_exact:"Stochastic+process"
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Jumps
Stochastic process
Stochastischer Prozess
34
Volatility
34
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16
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stochastic volatility
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Todorov, Viktor
McAleer, Michael
94
Phillips, Peter C. B.
75
Koopman, Siem Jan
62
Chiarella, Carl
54
Platen, Eckhard
52
Sethi, Suresh
49
Barndorff-Nielsen, Ole E.
44
Cui, Zhenyu
44
Escudero, Laureano F.
44
Ferrari, Giorgio
42
Post, Thierry
41
Takahashi, Akihiko
41
Yu, Jun
40
Asai, Manabu
39
Madan, Dilip B.
38
Benth, Fred Espen
37
Fabozzi, Frank J.
37
Shephard, Neil G.
37
Chan, Joshua
36
Gao, Jiti
36
Escobar, Marcos
33
Elliott, Robert J.
31
Hainaut, Donatien
31
Linton, Oliver
30
Gendreau, Michel
29
Gil-Alaña, Luis A.
29
Wong, Hoi Ying
29
Clark, Todd E.
28
Račev, Svetlozar T.
28
Siu, Tak Kuen
28
Carr, Peter
27
Wong, Wing Keung
27
Topaloglou, Nikolas
26
Batabyal, Amitrajeet A.
25
Mumtaz, Haroon
25
Nguyen, Duy
25
Wallace, Stein W.
25
Bayraktar, Erhan
24
Grasselli, Martino
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ECONIS (ZBW)
34
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31
Econometric analysis of jump-driven stochastic volatility models
Todorov, Viktor
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 12-21
Persistent link: https://www.econbiz.de/10009242565
Saved in:
32
Estimation of continuous-time stochastic volatility models with jumps using high-frequency data
Todorov, Viktor
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10003833752
Saved in:
33
Jump processes in finance : modeling, simulation, inference and pricing
Todorov, Viktor
-
2007
Persistent link: https://www.econbiz.de/10009707942
Saved in:
34
Simulation methods for Lévy-driven continuous-time autoregressive moving average (CARMA) stochastic volatility models
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
4
,
pp. 455-469
Persistent link: https://www.econbiz.de/10003385169
Saved in:
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