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subject:"Share price"
type_genre:"Article in journal"
~person:"Bauwens, Luc"
~person:"Todorov, Viktor"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Share price
Estimation theory
52
Schätztheorie
52
Time series analysis
25
Zeitreihenanalyse
25
Volatility
21
Volatilität
21
Estimation
17
Schätzung
17
Theorie
15
Theory
15
Börsenkurs
14
Stochastic process
12
Stochastischer Prozess
12
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9
ARCH-Modell
9
Correlation
9
Korrelation
9
Capital income
8
Kapitaleinkommen
8
Forecasting model
6
High-frequency data
6
Prognoseverfahren
6
Analysis of variance
5
Bayes-Statistik
5
Bayesian inference
5
Forecasting
5
Hadamard exponential matrix
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Option pricing theory
5
Optionspreistheorie
5
Statistical theory
5
Statistische Methodenlehre
5
Stochastic volatility
5
Varianzanalyse
5
Linear algebra
4
Lineare Algebra
4
Regression analysis
4
Regressionsanalyse
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11
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English
14
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Bauwens, Luc
Todorov, Viktor
Tauchen, George Eugene
10
Kapetanios, George
9
Maheswaran, S.
9
Pesaran, M. Hashem
9
Li, Jia
8
Allen, David E.
7
Teräsvirta, Timo
7
Bailey, Natalia
6
Faff, Robert W.
6
Gao, Jiti
6
Hautsch, Nikolaus
6
Kim, Donggyu
6
Linton, Oliver
6
Runde, Ralf
6
Zakoïan, Jean-Michel
6
Engle, Robert F.
5
Krämer, Walter
5
Kumar, Dilip
5
Malec, Peter
5
Silvennoinen, Annastiina
5
Wang, Yazhen
5
Bibinger, Markus
4
Brailsford, Timothy J.
4
Cheng, Tingting
4
Francq, Christian
4
Giot, Pierre
4
Kim, Myung-jig
4
Kunitomo, Naoto
4
Large, Jeremy
4
Luger, Richard
4
Mills, Terence C.
4
Peiris, Shelton
4
Shephard, Neil G.
4
Tse, Yiu Kuen
4
Wright, Jonathan H.
4
Abberger, Klaus
3
Amilon, Henrik
3
Brooks, Robert
3
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Journal of econometrics
6
CORE discussion paper : DP
2
Annales d'économie et de statistique
1
ERID working 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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
14
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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
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
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
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
-
2011
Persistent link: https://www.econbiz.de/10009561739
Saved in:
8
Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
Saved in:
9
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:
10
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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