//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Discussion papers / Deutsches Institut für Wirtschaftsforschung"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international money and finance"
~person:"Tauchen, George Eugene"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
An empirical analysis of forei...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation
9
Schätzung
9
Estimation theory
7
Schätztheorie
7
Volatility
7
Volatilität
7
Stochastic process
6
Stochastischer Prozess
6
Börsenkurs
5
High-frequency data
5
Share price
5
Stochastic volatility
5
Time series analysis
5
Zeitreihenanalyse
5
Capital income
3
Kapitaleinkommen
3
Adaptive estimation
2
Beta
2
Beta risk
2
Betafaktor
2
Martingal
2
Martingale
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Option pricing theory
2
Optionspreistheorie
2
Semimartingale
2
Semiparametric efficiency
2
Specification test
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Asymmetric volatility activity
1
Bayes-Statistik
1
Bayesian inference
1
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
CAPM
1
Efficiency
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Tauchen, George Eugene
Caporale, Guglielmo Maria
44
Gil-Alaña, Luis A.
23
Belke, Ansgar
21
Dreger, Christian
19
Cholodilin, Konstantin Arkadʹevič
17
Todorov, Viktor
14
Siliverstovs, Boriss
13
Stephan, Andreas
13
Freier, Ronny
12
Fritsche, Ulrich
12
Haan, Peter
12
Lütkepohl, Helmut
12
Wrohlich, Katharina
11
Jenkins, Stephen
10
Su, Liangjun
10
Beckmann, Joscha
9
Bernoth, Kerstin
9
Bollerslev, Tim
9
Phillips, Peter C. B.
9
Linton, Oliver
8
Schäfer, Dorothea
8
Steiner, Viktor
8
Ali, Faek Menla
7
Constant, Amelie
7
Fossen, Frank M.
7
Frick, Joachim R.
7
Fritsch, Michael
7
Ghysels, Eric
7
Herwartz, Helmut
7
Koop, Gary
7
Kritikos, Alexander
7
Schumacher, Dieter
7
White, Halbert
7
Zimmermann, Klaus F.
7
Baltagi, Badi H.
6
Brück, Tilman
6
Caliendo, Marco
6
Cullmann, Astrid
6
Gornig, Martin
6
more ...
less ...
Published in...
All
Discussion papers / Deutsches Institut für Wirtschaftsforschung
Journal of econometrics
Journal of international money and finance
ERID working paper
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Computation and estimation in finance and economics
1
Econometric theory
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
1
Journal of financial economics
1
Macroeconomic dynamics
1
Quantitative economics : QE ; journal of the Econometric Society
1
SFB 649 discussion paper
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
The relative efficiency of method of moments estimators
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 149-172
Persistent link: https://www.econbiz.de/10001400094
Saved in:
5
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:
6
Inference theory for volatility functional dependencies
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10011704756
Saved in:
7
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:
8
New directions in nonlinear structural
estimation
: Bayes and Frequentist: editorial
Tauchen, George Eugene
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10013441706
Saved in:
9
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->