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subject:"USA"
~isPartOf:"Journal of econometrics"
~person:"Paolella, Marc S."
~person:"Tauchen, George Eugene"
~source:"econis"
~subject:"Capital income"
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USA
Capital income
Estimation
11
Schätzung
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Volatility
10
Volatilität
10
Stochastic process
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Stochastischer Prozess
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Paolella, Marc S.
Tauchen, George Eugene
Todorov, Viktor
8
Bollerslev, Tim
6
Andersen, Torben
5
Aït-Sahalia, Yacine
4
Xiu, Dacheng
4
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Slottje, Daniel Jonathan
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Journal of econometrics
CFS working paper series
5
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
ERID working paper
2
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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Swiss Finance Institute Research Paper
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Advances in economics and econometrics: theory and applications ; Vol. 3
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Asia-Pacific financial markets
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Computation and estimation in finance and economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic Research Initiatives at Duke (ERID) Working Paper
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Finance and economics discussion series
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Handbook of heavy tailed distributions in finance
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Journal of banking & finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial economics
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Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie
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The European journal of finance
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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
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
3
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Saved in:
4
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:
5
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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