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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~person:"Tauchen, George Eugene"
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Share price
Estimation theory
8
Schätztheorie
8
Estimation
7
Schätzung
7
Volatility
7
Volatilität
7
Börsenkurs
5
Stochastic process
5
Stochastischer Prozess
5
Time series analysis
5
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5
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4
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3
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3
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2
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2
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2
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2
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2
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2
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2
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1
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Asymmetric volatility activity
1
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1
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1
CAPM
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Tauchen, George Eugene
Todorov, Viktor
6
Li, Jia
5
Kim, Donggyu
4
Francq, Christian
3
Wang, Yazhen
3
Clinet, Simon
2
Li, Yingying
2
Mykland, Per A.
2
Potiron, Yoann
2
Rodrigues, Paulo M. M.
2
Shephard, Neil G.
2
Xiu, Dacheng
2
Zakoïan, Jean-Michel
2
Zhang, Congshan
2
Zhang, Lan
2
Ahsan, Nazmul
1
Aknouche, Abdelhakim
1
Andersen, Torben
1
Bampinas, Georgios
1
Blasques, Francisco
1
Bollerslev, Tim
1
Bouezmarni, Taoufik
1
Chaker, Selma
1
Charbonneau, Alain
1
Chen, Min
1
Chen, Richard Y.
1
Chen, Rui
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Cheung, Yin-Wong
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Choi, Yongok
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Daníelsson, Jón
1
Davis, Richard A.
1
Demetrescu, Matei
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Drees, Holger
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1
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1
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Applied economics
Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Econometrics : open access journal
1
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1
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:
2
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:
3
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:
4
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:
5
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
Saved in:
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