//--> //--> //-->
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:"Journal of econometrics"
~person:"Bansal, Ravi"
~person:"Narayan, Paresh Kumar"
~person:"Tauchen, George Eugene"
~subject:"Volatilität"
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
Does Stock Misvaluation Drive...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Volatility
10
Börsenkurs
8
Share price
8
Capital income
6
Kapitaleinkommen
6
Stochastic process
6
Stochastischer Prozess
6
Estimation
5
Estimation theory
5
High-frequency data
5
Schätztheorie
5
Schätzung
5
Stochastic volatility
5
Time series analysis
4
Zeitreihenanalyse
4
Martingal
3
Martingale
3
Semimartingale
3
Specification test
3
Theorie
3
Theory
3
Adaptive estimation
2
Beta
2
Beta risk
2
Betafaktor
2
CAPM
2
Induktive Statistik
2
Method of moments
2
Momentenmethode
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Semiparametric efficiency
2
Spot variance
2
Statistical inference
2
1973-1998
1
ARCH model
1
ARCH-Modell
1
Activity index
1
Asymmetric volatility activity
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Bansal, Ravi
Narayan, Paresh Kumar
Tauchen, George Eugene
Todorov, Viktor
10
Bollerslev, Tim
9
Mykland, Per A.
6
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Li, Jia
5
Kim, Donggyu
4
Li, Yingying
4
McAleer, Michael
4
Meddahi, Nour
4
Xiu, Dacheng
4
Patton, Andrew J.
3
Renault, Eric
3
Shephard, Neil G.
3
Wang, Yazhen
3
Yang, Xiye
3
Zhang, Lan
3
Asai, Manabu
2
Bekaert, Geert
2
Chang, Chia-Lin
2
Christensen, Kim
2
Clinet, Simon
2
Francq, Christian
2
Gallant, A. Ronald
2
Ghysels, Eric
2
Kong, Xin-Bing
2
Laeven, Roger J. A.
2
Liesenfeld, Roman
2
Maheu, John M.
2
Paolella, Marc S.
2
Polak, Pawel
2
Potiron, Yoann
2
Renò, Roberto
2
Sheppard, Kevin
2
Zakoïan, Jean-Michel
2
Zhang, Congshan
2
Zheng, Xinghua
2
Ahsan, Nazmul
1
Andreou, Elena
1
more ...
less ...
Published in...
All
Journal of econometrics
ERID working paper
5
Working paper / National Bureau of Economic Research, Inc.
5
NBER working paper series
4
Journal of international financial markets, institutions & money
3
NBER Working Paper
3
Working papers / Rodney L. White Center for Financial Research
3
Economic modelling
2
Handbook of the equity risk premium
2
International review of financial analysis
2
Applied economics
1
CREATES research paper
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
Economic systems
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
European economic review : EER
1
Finance research letters
1
Journal of Asian economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
Pacific-Basin finance journal
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review / Federal Reserve Bank of St. Louis
1
Review of Pacific Basin financial markets and policies
1
Review of finance : journal of the European Finance Association
1
SFB 649 discussion paper
1
SWP 2011/01
1
SWP 2011/02
1
SWP 2011/03
1
The American economic review
1
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
1
The journal of finance : the journal of the American Finance Association
1
The quarterly journal of finance
1
The review of economic studies
1
The review of economics and statistics
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Risk, jumps and diversification
Bollerslev, Tim
;
Law, Tzuo Hann
;
Tauchen, George Eugene
- In:
Journal of econometrics
144
(
2008
)
1
,
pp. 234-256
Persistent link: https://www.econbiz.de/10003723656
Saved in:
5
Market efficiency, asset returns, and the size of the risk premium in global equity markets
Bansal, Ravi
;
Lundblad, Christian
- In:
Journal of econometrics
109
(
2002
)
2
,
pp. 195-237
Persistent link: https://www.econbiz.de/10001689009
Saved in:
6
Volume, volatility, and leverage : a dynamic analysis
Tauchen, George Eugene
;
Zhang, Harold
;
Liu, Ming
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 177-208
Persistent link: https://www.econbiz.de/10001755397
Saved in:
7
Alternative models for stock price dynamics
Chernov, Mikhail
;
Gallant, A. Ronald
;
Ghysels, Eric
; …
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 225-257
Persistent link: https://www.econbiz.de/10001772148
Saved in:
8
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
9
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:
10
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...
//-->