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person:"Fornari, Fabio"
subject:"Share price"
~person:"Shephard, Neil G."
~person:"Todorov, Viktor"
~subject:"Optionspreistheorie"
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Search: subject_exact:"Estimation theory"
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Share price
Optionspreistheorie
Estimation theory
75
Schätztheorie
75
Volatility
26
Volatilität
26
Time series analysis
24
Zeitreihenanalyse
24
Theorie
22
Theory
22
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17
Estimation
17
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16
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14
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14
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13
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13
Option pricing theory
11
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10
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9
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6
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6
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6
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5
High-frequency data
5
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4
Bayesian inference
4
Bias
4
Market microstructure
4
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4
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4
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4
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English
28
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Fornari, Fabio
Shephard, Neil G.
Todorov, Viktor
Tauchen, George Eugene
13
Kapetanios, George
12
Pesaran, M. Hashem
12
Linton, Oliver
10
Härdle, Wolfgang
9
Maheswaran, S.
9
Bailey, Natalia
8
Hautsch, Nikolaus
8
Li, Jia
8
Takahashi, Akihiko
8
Allen, David E.
7
Faff, Robert W.
7
Lee, Cheng F.
7
Malec, Peter
7
Runde, Ralf
7
Stentoft, Lars
7
Teräsvirta, Timo
7
Bauwens, Luc
6
Gao, Jiti
6
Grynkiv, Iaryna
6
Jondeau, Eric
6
Kim, Donggyu
6
Krämer, Walter
6
Lee, John C.
6
Phillips, Peter C. B.
6
Rockinger, Michael
6
Zakoïan, Jean-Michel
6
Ait-Sahalia, Yacine
5
Aït-Sahalia, Yacine
5
Bibinger, Markus
5
Craig, Ben R.
5
Engle, Robert F.
5
Fičura, Milan
5
Kumar, Dilip
5
Lo, Andrew W.
5
Luger, Richard
5
Nolte, Ingmar
5
Sentana, Enrique
5
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Centre for Analytical Finance <Århus>
1
Nuffield College
1
Oxford Financial Research Centre
1
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Journal of econometrics
11
ERID working paper
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Econometric reviews
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
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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Open economies review
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ECONIS (ZBW)
28
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28
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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
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:
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
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
7
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:
8
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:
9
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
-
2011
Persistent link: https://www.econbiz.de/10009561739
Saved in:
10
Inverse realized Laplace transforms for nonparametric volatility density estimation in jump-diffusions
Todorov, Viktor
;
Tauchen, George Eugene
-
2011
Persistent link: https://www.econbiz.de/10009561745
Saved in:
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