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~subject:"Schätztheorie"
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Schätztheorie
Volatility
55
Volatilität
54
Time series analysis
36
Zeitreihenanalyse
36
Estimation theory
34
Theorie
33
Theory
33
Börsenkurs
28
Estimation
28
Schätzung
28
Share price
28
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27
Stochastischer Prozess
27
Risk premium
26
Capital income
25
Kapitaleinkommen
25
Risikoprämie
24
stochastic volatility
15
CAPM
13
high-frequency data
13
jumps
12
High-frequency data
11
Aktienmarkt
10
Stock market
10
USA
10
United States
10
Option pricing theory
9
Optionspreistheorie
9
Martingal
8
Martingale
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Stochastic volatility
8
Forecast Evaluation
7
Modellierung
7
Scientific modelling
7
Structural Change
7
Yield curve
7
Zinsstruktur
7
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11
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22
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Article in journal
20
Aufsatz in Zeitschrift
20
Arbeitspapier
5
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5
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5
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5
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English
34
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Tauchen, George Eugene
29
Todorov, Viktor
16
Gallant, A. Ronald
9
Grynkiv, Iaryna
6
Li, Jia
6
Tauchen, George
5
Davies, Robert
2
Hsieh, David A.
2
Rossi, Peter E.
2
Baillie, Richard T.
1
Chen, Rui
1
Chung, Chae-shick
1
Hall, Alastair R.
1
Hussey, Robert Miller
1
Pedroni, Peter Louis
1
Zhang, Congshan
1
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Journal of econometrics
8
ERID working paper
5
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
Econometric theory
2
Economics letters
2
Working paper series economics and econometrics
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Computation and estimation in finance and economics
1
Econometrics : open access journal
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Macroeconomic dynamics
1
Nonparametric dynamic modelling
1
The review of economics and statistics
1
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ECONIS (ZBW)
34
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The objective function of simulation estimators near the boundary of the unstable region of the parameter space
Tauchen, George Eugene
- In:
The review of economics and statistics
80
(
1998
)
3
,
pp. 389-398
Persistent link: https://www.econbiz.de/10001245214
Saved in:
2
Finite state Markov chain approximations to univariate and vector autoregressions
Tauchen, George Eugene
- In:
Economics letters
20
(
1986
)
2
,
pp. 177-181
Persistent link: https://www.econbiz.de/10001008731
Saved in:
3
A note on the asymptotic lower bound for the covariance matrix of the GMM estimator of the parameters of agents' utility functions
Tauchen, George Eugene
- In:
Economics letters
20
(
1986
)
2
,
pp. 151-155
Persistent link: https://www.econbiz.de/10001008736
Saved in:
4
New minimum chi-square methods in empirical finance
Tauchen, George Eugene
-
1997
Persistent link: https://www.econbiz.de/10001328729
Saved in:
5
New directions in nonlinear structural estimation : Bayes and Frequentist: editorial
Tauchen, George Eugene
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10013441706
Saved in:
6
Nonlinear dynamic structures
Gallant, A. Ronald
;
Rossi, Peter E.
;
Tauchen, George Eugene
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000809496
Saved in:
7
Seminonparametric estimation of conditionally constrained heterogeneous processes : asset pricing applications
Gallant, A. Ronald
;
Tauchen, George Eugene
-
1988
-
Rev
Persistent link: https://www.econbiz.de/10000766236
Saved in:
8
Simulated score methods and indirect inference for continuous-time models
Gallant, A. Ronald
;
Tauchen, George Eugene
-
2010
Persistent link: https://www.econbiz.de/10003900666
Saved in:
9
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:
10
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
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