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isPartOf:"Journal of econometrics"
~person:"Todorov, Viktor"
~subject:"Optionspreistheorie"
~subject:"Stochastischer Prozess"
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Optionspreistheorie
Stochastischer Prozess
Volatility
17
Volatilität
17
Estimation
13
Schätzung
13
Stochastic process
11
Estimation theory
10
Schätztheorie
10
Börsenkurs
8
Capital income
8
Kapitaleinkommen
8
Share price
8
High-frequency data
7
Time series analysis
7
Zeitreihenanalyse
7
Stochastic volatility
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Option pricing theory
5
Options
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 distribution
3
Statistical inference
3
Statistische Verteilung
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Stock index
3
Adaptive estimation
2
Beta
2
Factor analysis
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Todorov, Viktor
Tauchen, George Eugene
9
Bollerslev, Tim
5
McAleer, Michael
5
Asai, Manabu
4
Xiu, Dacheng
4
Andersen, Torben
3
Aït-Sahalia, Yacine
3
Carriero, Andrea
3
Clark, Todd E.
3
Gallant, A. Ronald
3
Li, Jia
3
Marcellino, Massimiliano
3
Shephard, Neil G.
3
Yu, Jun
3
Amengual, Dante
2
Bandi, Federico M.
2
Bondarenko, Oleg
2
Boswijk, Herman Peter
2
Chan, Joshua
2
Chang, Chia-Lin
2
Chib, Siddhartha
2
Creal, Drew
2
Dufour, Jean-Marie
2
Francq, Christian
2
Fusari, Nicola
2
Ghysels, Eric
2
Gouriéroux, Christian
2
Grynkiv, Iaryna
2
Jensen, Mark J.
2
Kim, Donggyu
2
Maheu, John M.
2
Park, Joon Y.
2
Park, Yang-Ho
2
Poon, Aubrey
2
Renault, Eric
2
Renò, Roberto
2
Russell, Jeffrey R.
2
Swanson, Norman R.
2
Varneskov, Rasmus Tangsgaard
2
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Journal of econometrics
ERID working paper
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economic Research Initiatives at Duke (ERID) Working Paper
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial economics
2
CREATES research paper
1
Global COE Hi-Stat discussion paper series
1
Journal of applied econometrics
1
NBER Working Paper
1
NBER working paper series
1
Quantitative economics : QE ; journal of the Econometric Society
1
SFB 649 discussion paper
1
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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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
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
Saved in:
4
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
5
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
6
Inference theory for volatility functional dependencies
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10011704756
Saved in:
7
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:
8
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:
9
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
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
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