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~isPartOf:"Journal of econometrics"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
~type_genre:"Quelle"
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Schätztheorie
Volatility
320
Volatilität
320
Theorie
210
Theory
210
Estimation theory
185
Cointegration
162
Kointegration
161
Time series analysis
158
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158
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128
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Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Phillips, Peter C. B.
6
Kim, Donggyu
5
Li, Yingying
5
Francq, Christian
4
Mykland, Per A.
4
Varneskov, Rasmus Tangsgaard
4
Zakoïan, Jean-Michel
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Gao, Jiti
3
Hualde, Javier
3
Meddahi, Nour
3
Park, Joon Y.
3
Tu, Yundong
3
Wang, Qiying
3
Wang, Yazhen
3
Zhang, Lan
3
Zhu, Ke
3
Barigozzi, Matteo
2
Boswijk, Herman Peter
2
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2
Clinet, Simon
2
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2
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2
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2
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2
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2
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2
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2
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2
Khalaf, Lynda
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
Lee, Ji Hyung
2
Li, Degui
2
Li, Guodong
2
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Economics letters
47
Econometric reviews
45
Econometric theory
41
Economic modelling
34
Econometrics : open access journal
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Applied economics letters
24
The econometrics journal
24
International journal of forecasting
22
Journal of empirical finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Applied economics
20
Quantitative finance
19
Finance research letters
17
International journal of economics and financial issues : IJEFI
17
International journal of theoretical and applied finance
16
Journal of banking & finance
16
Journal of risk and financial management : JRFM
16
Journal of financial econometrics
15
Oxford bulletin of economics and statistics
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Journal of forecasting
13
Computational economics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Finance and stochastics
11
International journal of economics and finance
11
Journal of applied econometrics
10
Journal of time series econometrics
10
Journal of economic dynamics & control
9
Journal of international money and finance
9
Journal of mathematical finance
9
Asia-Pacific financial markets
8
European journal of operational research : EJOR
8
International Journal of Energy Economics and Policy : IJEEP
8
International journal of financial engineering
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
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ECONIS (ZBW)
185
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1
Realized
volatility
forecasting and option pricing
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10003783782
Saved in:
2
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:
3
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:
4
Asymptotically distribution-free tests for the
volatility
function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
5
On implied
volatility
for options : some reasons to smile and more to correct
Chen, Song Xi
;
Xu, Zheng
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
Saved in:
6
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:
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
Testing for the presence of jump components in jump diffusion models
Wang, Bin
;
Zheng, Xu
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
Saved in:
10
Bias reduction in spot
volatility
estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
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