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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Capital income"
~person:"He, Yi"
~person:"Todorov, Viktor"
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Capital income
Estimation
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Estimation theory
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Extreme value theory
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He, Yi
Todorov, Viktor
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
8
CREATES research paper
4
Journal of financial economics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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CREATES Research Paper
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ERID working paper
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Economic Research Initiatives at Duke (ERID) Working Paper
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Journal of applied econometrics
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Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
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Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
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2
The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10012262503
Saved in:
3
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
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