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subject:"USA"
~isPartOf:"Journal of econometrics"
~person:"Asai, Manabu"
~person:"Tauchen, George Eugene"
~source:"econis"
~subject:"Capital income"
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USA
Capital income
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11
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Asai, Manabu
Tauchen, George Eugene
Todorov, Viktor
8
Bollerslev, Tim
6
Andersen, Torben
5
Aït-Sahalia, Yacine
4
Xiu, Dacheng
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Journal of econometrics
Econometric Institute research papers
6
Discussion paper / Tinbergen Institute
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Econometric reviews
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Econometrics : open access journal
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Volatility activity : specification and
estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
Saved in:
2
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
3
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:
4
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
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