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~isPartOf:"Journal of econometrics"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
~type_genre:"Quelle"
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Nichtparametrisches Verfahren
Volatility
320
Volatilität
320
Theorie
210
Theory
210
Estimation theory
185
Schätztheorie
185
Cointegration
162
Kointegration
161
Time series analysis
158
Zeitreihenanalyse
158
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128
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128
Stochastic process
118
Stochastischer Prozess
118
Capital income
73
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Option pricing theory
66
Optionspreistheorie
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34
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English
68
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Todorov, Viktor
5
Boswijk, Herman Peter
3
Gao, Jiti
3
Li, Jia
3
Li, Yingying
3
Nielsen, Morten Ørregaard
3
Phillips, Peter C. B.
3
Robinson, Peter M.
3
Bollerslev, Tim
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Dalderop, Jeroen
2
Forbes, Catherine Scipione
2
Hallin, Marc
2
Jensen, Mark J.
2
Maheu, John M.
2
Maneesoonthorn, Worapree
2
Martin, Gael M.
2
Park, Joon Y.
2
Podolskij, Mark
2
Shimotsu, Katsumi
2
Tauchen, George Eugene
2
Tu, Yundong
2
Xiao, Zhijie
2
Zhang, Congshan
2
Zheng, Xinghua
2
Zu, Yang
2
Akker, Ramon van den
1
Andersen, Torben
1
Aït-Sahalia, Yacine
1
Barone-Adesi, Giovanni
1
Bondarenko, Oleg
1
Bouezmarni, Taoufik
1
Broadie, Mark
1
Busch, Marie
1
Casas, Isabel
1
Chaker, Selma
1
Chen, Gong-meng
1
Chen, Xiaohong
1
Cheng, Xu
1
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Econometric theory
16
Econometric reviews
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Economic modelling
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Energy economics
9
Applied economics letters
8
Econometrics : open access journal
8
Economics letters
8
Journal of empirical finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics
7
Journal of applied econometrics
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Finance and stochastics
6
The journal of futures markets
6
International journal of forecasting
5
Journal of risk and financial management : JRFM
5
The econometrics journal
5
Annals of finance
4
Finance research letters
4
International journal of theoretical and applied finance
4
Journal of mathematical finance
4
Journal of the American Statistical Association : JASA
4
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
3
Applied financial economics letters
3
European journal of operational research : EJOR
3
International journal of economics
3
International review of economics & finance : IREF
3
Journal of financial econometrics
3
Journal of financial economics
3
Journal of international financial markets, institutions & money
3
Quantitative finance
3
Review of quantitative finance and accounting
3
Revista Brasileira de Finanças : RBFin
3
The European journal of finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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ECONIS (ZBW)
68
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1
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:
2
Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
Fengler, Matthias R.
;
Hin, Lin-Yee
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 242-261
Persistent link: https://www.econbiz.de/10011339347
Saved in:
3
American options with stochastic dividends and
volatility
: a nonparametric investigation
Broadie, Mark
(
contributor
)
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 53-92
Persistent link: https://www.econbiz.de/10001437745
Saved in:
4
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
5
Nonparametric filtering of conditional state-price densities
Dalderop, Jeroen
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 295-325
Persistent link: https://www.econbiz.de/10012438391
Saved in:
6
Option market trading activity and the estimation of the pricing kernel : a Bayesian approach
Barone-Adesi, Giovanni
;
Fusari, Nicola
;
Mira, Antonietta
; …
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 430-449
Persistent link: https://www.econbiz.de/10012439749
Saved in:
7
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
8
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
9
Estimation of fractionally integrated panels with fixed effects and cross-section dependence
Ergemen, Yunus Emre
;
Velasco, Carlos
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 248-258
Persistent link: https://www.econbiz.de/10011818289
Saved in:
10
A multivariate test against spurious long memory
Sibbertsen, Philipp
;
Leschinski, Christian
;
Busch, Marie
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10011974604
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