//--> //--> //-->
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
isPartOf:"Journal of econometrics"
~person:"Bondarenko, Oleg"
~person:"Todorov, Viktor"
~subject:"Optionspreistheorie"
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
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Volatility
18
Volatilität
18
Estimation
13
Schätzung
13
Stochastic process
12
Stochastischer Prozess
12
Estimation theory
10
Schätztheorie
10
Börsenkurs
9
Share price
9
Capital income
8
Kapitaleinkommen
8
High-frequency data
7
Stochastic volatility
7
Time series analysis
7
Zeitreihenanalyse
7
Option pricing theory
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Options
4
Statistical distribution
4
Statistische Verteilung
4
Theorie
4
Theory
4
Aktienindex
3
Beta risk
3
Betafaktor
3
CAPM
3
Induktive Statistik
3
Jumps
3
Martingal
3
Martingale
3
Option trading
3
Optionsgeschäft
3
Statistical inference
3
Stock index
3
Adaptive estimation
2
Beta
2
Factor analysis
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Bondarenko, Oleg
Todorov, Viktor
Xiu, Dacheng
4
Tauchen, George Eugene
3
Aït-Sahalia, Yacine
2
Bollerslev, Tim
2
Gallant, A. Ronald
2
Park, Yang-Ho
2
Wang, Bin
2
Zheng, Xu
2
Amengual, Dante
1
Andersen, Torben
1
Augustyniak, Maciej
1
Badescu, Alexandru
1
Bakshi, Gurdip S.
1
Baldovin, Fulvio
1
Bandi, Federico M.
1
Barone-Adesi, Giovanni
1
Bates, David S.
1
Broadie, Mark
1
Bégin, Jean-François
1
Calvet, Laurent E.
1
Cao, Charles Q.
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Chen, Qiang
1
Chen, Song Xi
1
Chen, Zhiwu
1
Cheng, Ai-ru Meg
1
Chernov, Mikhail
1
Corradi, Valentina
1
Dalderop, Jeroen
1
Fearnley, Marcus
1
Fengler, Matthias R.
1
Fisher, Adlai
1
Forbes, Catherine Scipione
1
Fusari, Nicola
1
Ghysels, Eric
1
Gouriéroux, Christian
1
Grynkiv, Iaryna
1
more ...
less ...
Published in...
All
Journal of econometrics
ERID working paper
2
Journal of financial economics
2
CREATES research paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Journal of applied econometrics
1
NBER working paper series
1
Review of Derivatives Research
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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
Saved in:
2
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:
3
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
4
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:
5
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
6
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->