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~isPartOf:"China economic review : an international journal"
~isPartOf:"Journal of econometrics"
~isPartOf:"KAIST College of Business Working Paper Series"
~person:"Barigozzi, Matteo"
~person:"Bollerslev, Tim"
~person:"Kim, Donggyu"
~person:"Todorov, Viktor"
~subject:"Schätztheorie"
~subject:"United States"
~subject:"Volatility"
~subject:"Volatilität"
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Schätztheorie
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19
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Barigozzi, Matteo
Bollerslev, Tim
Kim, Donggyu
Todorov, Viktor
Slottje, Daniel Jonathan
8
Tauchen, George Eugene
8
Gao, Jiti
6
Li, Jia
6
Linton, Oliver
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Park, Joon Y.
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Aït-Sahalia, Yacine
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Koop, Gary
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Lu, Xun
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Pesaran, M. Hashem
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Sasaki, Yuya
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Su, Liangjun
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Zakoïan, Jean-Michel
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3
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3
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China economic review : an international journal
Journal of econometrics
KAIST College of Business Working Paper Series
Working paper / National Bureau of Economic Research, Inc.
8
Finance and economics discussion series
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of financial economics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
The journal of finance : the journal of the American Finance Association
5
CFS working paper series
4
CREATES research paper
4
ERID working paper
4
NBER Working Paper
4
NBER working paper series
4
LEM working paper series
3
Quantitative economics : QE ; journal of the Econometric Society
3
The review of economics and statistics
3
The review of financial studies
3
Working papers / Financial Institutions Center
3
ECARES working paper
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Journal of applied econometrics
2
Journal of empirical finance
2
Journal of financial econometrics
2
KAIST College of Business Working Paper Series No
2
Working papers / Rodney L. White Center for Financial Research
2
Advanced texts in econometrics
1
American Economic Review papers and proceedings
1
American economic review
1
CREATES Research Paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Tinbergen Institute
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
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Econometric analysis of financial and economic time series ; part B
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Econometric theory
1
Econometrics : open access journal
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Economics working paper series
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1
Financial markets and asset pricing
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ECONIS (ZBW)
33
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1
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
Saved in:
2
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
3
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:
4
Realized Laplace transforms for
estimation
of jump diffusive volatility models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009301899
Saved in:
5
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:
6
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
Barigozzi, Matteo
;
Brownlees, Christian
;
Gallo, Giampiero M.
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 364-384
Persistent link: https://www.econbiz.de/10010497747
Saved in:
7
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:
8
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
9
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
10
Large-dimensional dynamic factor models :
estimation
of impulse–response functions with I(1) cointegrated factors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
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