//--> //--> //--> //-->
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
~person:"Todorov, Viktor"
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
Magnitude and sign scaling in...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
68
Volatilität
68
Estimation
34
Schätzung
34
Stochastic process
34
Stochastischer Prozess
34
Capital income
26
Kapitaleinkommen
26
Theorie
24
Theory
24
Börsenkurs
21
Share price
21
Time series analysis
20
Zeitreihenanalyse
20
Estimation theory
19
Schätztheorie
19
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Option pricing theory
13
Optionspreistheorie
13
Risikoprämie
12
Risk premium
12
Martingal
11
Martingale
11
Option trading
11
Optionsgeschäft
11
Aktienindex
9
High-frequency data
9
Stock index
9
CAPM
8
Modellierung
7
Risiko
7
Risk
7
Scientific modelling
7
Stochastic volatility
7
Beta risk
6
Betafaktor
6
Forecasting model
6
Jumps
6
Prognoseverfahren
6
more ...
less ...
Online availability
All
Free
32
Undetermined
22
Type of publication
All
Article
34
Book / Working Paper
34
Type of publication (narrower categories)
All
Article in journal
34
Aufsatz in Zeitschrift
34
Graue Literatur
18
Non-commercial literature
18
Arbeitspapier
17
Working Paper
17
Collection of articles written by one author
1
Hochschulschrift
1
Sammlung
1
Thesis
1
more ...
less ...
Language
All
English
68
Author
All
Todorov, Viktor
McAleer, Michael
362
Gupta, Rangan
246
Caporale, Guglielmo Maria
179
Bollerslev, Tim
146
Chang, Chia-Lin
140
Diebold, Francis X.
115
Bouri, Elie
112
Pierdzioch, Christian
99
Andersen, Torben
98
Aizenman, Joshua
96
Spagnolo, Nicola
95
Ma, Feng
94
Hammoudeh, Shawkat
82
Bahmani-Oskooee, Mohsen
79
Bekaert, Geert
79
Koopman, Siem Jan
79
Engle, Robert F.
76
Tiwari, Aviral Kumar
76
Härdle, Wolfgang
73
Caporin, Massimiliano
70
Kočenda, Evžen
69
Lux, Thomas
69
McMillan, David G.
68
Chiarella, Carl
65
Hautsch, Nikolaus
65
Asai, Manabu
64
Corbet, Shaen
63
Lucey, Brian M.
60
Ghysels, Eric
59
Gil-Alaña, Luis A.
59
Christoffersen, Peter F.
58
Clements, Adam
58
Kang, Sang Hoon
56
Wohar, Mark E.
56
Hafner, Christian M.
55
Buch, Claudia M.
54
Caballero, Ricardo J.
54
Mensi, Walid
54
Fernández-Villaverde, Jesús
52
more ...
less ...
Institution
All
National Bureau of Economic Research
2
Published in...
All
Journal of econometrics
17
CREATES research paper
7
ERID working paper
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economic Research Initiatives at Duke (ERID) Working Paper
4
Journal of financial economics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
CREATES Research Paper
2
NBER Working Paper
2
NBER working paper series
2
Quantitative economics : QE ; journal of the Econometric Society
2
Working paper / National Bureau of Economic Research, Inc.
2
Econometric theory
1
Global COE Hi-Stat discussion paper series
1
Journal of applied econometrics
1
Journal of financial econometrics
1
SFB 649 discussion paper
1
The journal of finance : the journal of the American Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
68
Showing
1
-
10
of
68
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of continuous-time stochastic
volatility
models with jumps using high-frequency data
Todorov, Viktor
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10003833752
Saved in:
2
Realized
volatility
and multipower variation
Andersen, Torben
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003892558
Saved in:
3
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
4
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
5
Simulation methods for Lévy-driven continuous-time autoregressive moving average (CARMA) stochastic
volatility
models
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
4
,
pp. 455-469
Persistent link: https://www.econbiz.de/10003385169
Saved in:
6
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10008659419
Saved in:
7
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559404
Saved in:
8
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
9
Econometric analysis of jump-driven stochastic
volatility
models
Todorov, Viktor
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 12-21
Persistent link: https://www.econbiz.de/10009242565
Saved in:
10
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:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->