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~isPartOf:"Journal of econometrics"
~person:"Narayan, Paresh Kumar"
~person:"Tauchen, George Eugene"
~subject:"Volatilität"
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Volatilität
Volatility
9
Börsenkurs
8
Share price
8
Stochastic process
6
Stochastischer Prozess
6
Capital income
5
Estimation
5
Estimation theory
5
High-frequency data
5
Kapitaleinkommen
5
Schätztheorie
5
Schätzung
5
Stochastic volatility
5
Time series analysis
4
Zeitreihenanalyse
4
Martingal
3
Martingale
3
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3
Specification test
3
Theorie
3
Theory
3
Adaptive estimation
2
Beta
2
Beta risk
2
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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
ARCH model
1
ARCH-Modell
1
Activity index
1
Asymmetric volatility activity
1
Bayes-Statistik
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English
9
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Narayan, Paresh Kumar
Tauchen, George Eugene
Todorov, Viktor
10
Bollerslev, Tim
9
Andersen, Torben
5
Li, Jia
5
Mykland, Per A.
5
Aït-Sahalia, Yacine
4
Kim, Donggyu
4
McAleer, Michael
4
Meddahi, Nour
4
Xiu, Dacheng
4
Li, Yingying
3
Patton, Andrew J.
3
Renault, Eric
3
Shephard, Neil G.
3
Wang, Yazhen
3
Yang, Xiye
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
Zhang, Lan
2
Ahsan, Nazmul
1
Andreou, Elena
1
Archakov, Ilya
1
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Journal of econometrics
ERID working paper
5
Journal of international financial markets, institutions & money
3
Economic modelling
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
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 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 journal of behavioral finance : a publication of the Institute of Behavioral Finance
1
The quarterly journal of finance
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The review of economic studies
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The review of economics and statistics
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Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
9
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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
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:
6
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:
7
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:
8
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:
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:
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