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person:"Akkerboom, Hans"
subject:"Statistische Methodenlehre"
~person:"Bauwens, Luc"
~person:"Todorov, Viktor"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Statistische Methodenlehre
Schätzung
Estimation theory
66
Schätztheorie
66
Time series analysis
28
Zeitreihenanalyse
28
Volatility
24
Volatilität
24
Estimation
19
Börsenkurs
15
Share price
15
Theorie
15
Theory
15
Stochastic process
14
Stochastischer Prozess
14
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11
ARCH-Modell
11
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10
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10
Statistical theory
10
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9
Bayesian inference
9
Capital income
8
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8
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7
Statistische Verteilung
7
Analysis of variance
6
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6
High-frequency data
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
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Option pricing theory
6
Optionspreistheorie
6
Prognoseverfahren
6
Varianzanalyse
6
Forecasting
5
Hadamard exponential matrix
5
Linear algebra
5
Lineare Algebra
5
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5
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Akkerboom, Hans
Bauwens, Luc
Todorov, Viktor
Pesaran, M. Hashem
49
Gao, Jiti
44
Linton, Oliver
34
Kapetanios, George
30
Angrist, Joshua D.
23
Cai, Zongwu
23
Diebold, Francis X.
23
Marcellino, Massimiliano
22
Koop, Gary
21
Phillips, Peter C. B.
21
Hsiao, Cheng
19
Winkelmann, Rainer
19
Hsu, Yu-Chin
18
Heckman, James J.
17
Lütkepohl, Helmut
17
Su, Liangjun
17
White, Halbert
17
Baltagi, Badi H.
16
Chudik, Alexander
16
Hoderlein, Stefan
16
Härdle, Wolfgang
16
Koopman, Siem Jan
16
Kumbhakar, Subal
16
Lechner, Michael
16
Tauchen, George Eugene
16
Bera, Anil K.
15
Dufour, Jean-Marie
15
Gouriéroux, Christian
14
Kim, Donggyu
14
McAleer, Michael
14
Pei, Zhuan
14
Davidson, Russell
13
Jochmans, Koen
13
Schorfheide, Frank
13
Weber, Andrea
13
Weidner, Martin
13
Bekaert, Geert
12
Huber, Florian
12
Imbens, Guido W.
12
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Journal of econometrics
8
CORE discussion paper : DP
5
Lehrbuch
3
Annales d'économie et de statistique
2
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2
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
International journal of forecasting
1
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1
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1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
3
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:
4
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
5
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:
6
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:
7
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
8
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
-
2011
Persistent link: https://www.econbiz.de/10009561739
Saved in:
9
Volatility Activity : Specification and Estimation
Todorov, Viktor
-
2011
The paper examines volatility activity and its asymmetry and undertakes further specification analysis of volatility models based on it. We develop new nonparametric statistics using high frequency option-based VIX data to test for asymmetry in volatility jumps. We also develop methods to...
Persistent link: https://www.econbiz.de/10013119659
Saved in:
10
Estimating the volatility occupation time via regularized Laplace inversion
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1253-1288
Persistent link: https://www.econbiz.de/10011661745
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