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subject:"USA"
~isPartOf:"Journal of econometrics"
~person:"Tauchen, George Eugene"
~source:"econis"
~subject:"Betafaktor"
~subject:"Capital income"
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USA
Betafaktor
Capital income
Estimation
9
Schätzung
9
Volatility
8
Volatilität
8
Estimation theory
7
Schätztheorie
7
Stochastic process
7
Stochastischer Prozess
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Börsenkurs
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High-frequency data
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Tauchen, George Eugene
Todorov, Viktor
9
Bollerslev, Tim
6
Andersen, Torben
5
Aït-Sahalia, Yacine
4
Xiu, Dacheng
4
Koop, Gary
3
Li, Jia
3
Baltagi, Badi H.
2
Bandi, Federico M.
2
Demetrescu, Matei
2
Fulop, Andras
2
Harvey, Andrew C.
2
Li, Yingying
2
Mayer, Walter James
2
McAleer, Michael
2
Meddahi, Nour
2
Mroz, Thomas A.
2
Paolella, Marc S.
2
Park, Joon Y.
2
Patton, Andrew J.
2
Pelger, Markus
2
Polak, Pawel
2
Ryu, Hang-keun
2
Slottje, Daniel Jonathan
2
Steel, Mark F. J.
2
Taylor, Robert
2
Zhou, Hao
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Altissimo, Filippo
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Andreou, Elena
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Aruoba, S. Borağan
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Asai, Manabu
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Ashmore, David
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Bakalli, Gaetan
1
Bansal, Ravi
1
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Journal of econometrics
ERID working paper
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Computation and estimation in finance and economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Finance and economics discussion series
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Journal of financial economics
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Macroeconomic dynamics
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Quantitative economics : QE ; journal of the Econometric Society
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SFB 649 discussion paper
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The review of financial studies
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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
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
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:
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:
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