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subject:"OECD countries"
subject:"Vergleich"
~isPartOf:"Journal of econometrics"
~person:"Todorov, Viktor"
~subject:"Börsenkurs"
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OECD countries
Vergleich
Börsenkurs
Estimation
14
Schätzung
14
Volatility
13
Volatilität
13
Stochastic process
9
Stochastischer Prozess
9
Capital income
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Estimation theory
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Laplace transform
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Option trading
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Todorov, Viktor
Li, Jia
5
Tauchen, George Eugene
5
Kim, Donggyu
4
Wang, Yazhen
3
Andersen, Torben
2
Andreou, Elena
2
Bollerslev, Tim
2
Xiu, Dacheng
2
Zhang, Congshan
2
Baldovin, Fulvio
1
Barnett, William A.
1
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1
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1
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1
Bouezmarni, Taoufik
1
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1
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1
Cederburg, Scott
1
Chaker, Selma
1
Chen, Rui
1
Chen, Xin
1
Cheung, Yin-Wong
1
Choi, Yongok
1
Chopin, Nicolas
1
Christensen, Kim
1
Clinet, Simon
1
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1
Darolles, Serge
1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of econometrics
CREATES research paper
3
ERID working paper
2
Journal of financial economics
2
Quantitative economics : QE ; journal of the Econometric Society
2
CREATES Research Paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
NBER Working Paper
1
NBER working paper series
1
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The journal of finance : the journal of the American Finance Association
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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
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
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
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