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subject:"EU countries"
subject:"EU-Staaten"
~accessRights:"restricted"
~person:"Todorov, Viktor"
~subject:"Share price"
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EU-Staaten
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Estimation
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Schätzung
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Todorov, Viktor
Gupta, Rangan
49
Zaremba, Adam
24
Tiwari, Aviral Kumar
18
Balcilar, Mehmet
16
Ma, Feng
15
Wohar, Mark E.
15
Gil-Alaña, Luis A.
14
Narayan, Paresh Kumar
14
Salisu, Afees A.
14
Jawadi, Fredj
13
McMillan, David G.
13
Sehgal, Sanjay
13
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11
Pierdzioch, Christian
10
Xuan Vinh Vo
10
Chiang, Thomas C.
9
Demirer, Rıza
9
Lettau, Martin
9
Bekiros, Stelios
8
Bouri, Elie
8
Cakici, Nusret
8
Caporale, Guglielmo Maria
8
Dai, Zhifeng
8
Kelly, Bryan T.
8
Li, Bin
8
Li, Jia
8
Long, Huaigang
8
Ludvigson, Sydney C.
8
Massa, Massimo
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Rodríguez-Pose, Andrés
8
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7
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7
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Journal of econometrics
6
Journal of financial economics
2
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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ECONIS (ZBW)
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
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:
3
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:
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
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:
7
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
8
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:
9
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
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