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person:"Fornari, Fabio"
subject:"Share price"
~person:"Todorov, Viktor"
~subject:"Optionspreistheorie"
~subject:"Stochastischer Prozess"
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Share price
Optionspreistheorie
Stochastischer Prozess
Estimation theory
31
Schätztheorie
31
Volatility
23
Volatilität
23
Estimation
15
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15
Stochastic process
13
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12
Time series analysis
12
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12
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5
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Martingal
3
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Options
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2
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2
Induktive Statistik
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2
Italy
2
Jumps
2
Laplace transform
2
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Fornari, Fabio
Todorov, Viktor
Phillips, Peter C. B.
24
Koopman, Siem Jan
15
Härdle, Wolfgang
14
Tauchen, George Eugene
14
Kapetanios, George
13
Linton, Oliver
12
McAleer, Michael
12
Pesaran, M. Hashem
12
Maheswaran, S.
11
Sentana, Enrique
11
Zakoïan, Jean-Michel
11
Gao, Jiti
10
Hautsch, Nikolaus
10
Shephard, Neil G.
10
Takahashi, Akihiko
10
Engle, Robert F.
9
Allen, David E.
8
Bailey, Natalia
8
Bauwens, Luc
8
Christopeit, Norbert
8
Cui, Zhenyu
8
Li, Jia
8
Lucas, André
8
Massmann, Michael
8
Reiß, Markus
8
Spokojnyj, Vladimir G.
8
Stambaugh, Robert F.
8
Yu, Jun
8
Escanciano, Juan Carlos
7
Faff, Robert W.
7
Ghysels, Eric
7
Hafner, Christian M.
7
Kristensen, Dennis
7
Lee, Cheng F.
7
Malec, Peter
7
Rockinger, Michael
7
Runde, Ralf
7
Stentoft, Lars
7
Strachan, Rodney W.
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Journal of econometrics
10
ERID working paper
3
Economic Research Initiatives at Duke (ERID) Working Paper
2
Temi di discussione del Servizio Studi / Banca d'Italia
2
Econometric reviews
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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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ECONIS (ZBW)
22
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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
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:
6
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:
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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