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subject:"Volatility"
type_genre:"Article in journal"
~person:"Kumar, Dilip"
~person:"Todorov, Viktor"
~subject:"Induktive Statistik"
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Volatility
Induktive Statistik
Estimation theory
29
Schätztheorie
29
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28
Estimation
19
Schätzung
19
Capital income
14
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14
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Volatility forecasting
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Option pricing theory
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Options
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Optionspreistheorie
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Kumar, Dilip
Todorov, Viktor
Maheswaran, S.
14
Li, Jia
11
Chernozhukov, Victor
10
Tauchen, George Eugene
10
Andersen, Torben
8
Andrews, Donald W. K.
8
Francq, Christian
8
Li, Yingying
8
Teräsvirta, Timo
8
Fan, Jianqing
7
Inoue, Atsushi
7
Khalaf, Lynda
7
Kim, Donggyu
7
Liu, Zhi
7
Mykland, Per A.
7
Shi, Xiaoxia
7
Dufour, Jean-Marie
6
Fan, Yanqin
6
Ghysels, Eric
6
Jing, Bingyi
6
Kilian, Lutz
6
Linton, Oliver
6
Simar, Léopold
6
Wang, Yazhen
6
Wilson, Paul W.
6
Zakoïan, Jean-Michel
6
Bollerslev, Tim
5
Bugni, Federico A.
5
Cattaneo, Matias D.
5
Hafner, Christian M.
5
Hansen, Christian Bailey
5
Koopman, Siem Jan
5
Phillips, Peter C. B.
5
Taylor, Stephen
5
Arnerić, Josip
4
Aït-Sahalia, Yacine
4
Boswijk, Herman Peter
4
Cavaliere, Giuseppe
4
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Journal of econometrics
10
Economic modelling
4
IIMB management review
2
International review of economics & finance : IREF
2
The journal of prediction markets
2
Theoretical economics letters
2
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1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International review of financial analysis
1
Journal of quantitative economics
1
Macroeconomics and finance in emerging market economies
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ECONIS (ZBW)
28
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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
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
6
Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps : A study with economic significance analysis
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 25-41
Persistent link: https://www.econbiz.de/10012440181
Saved in:
7
Modelling and forecasting unbiased extreme value volatility estimator : A study based on exchange rates with economic significance analysis
Kumar, Dilip
- In:
The journal of prediction markets
13
(
2019
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10012607570
Saved in:
8
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:
9
Volatility prediction : a study with structural breaks
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
6
,
pp. 1218-1231
Persistent link: https://www.econbiz.de/10011888198
Saved in:
10
Modelling and forecasting unbiased extreme value volatility estimator : a study based on EUR/USD exchange rate
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
9
,
pp. 1599-1613
Persistent link: https://www.econbiz.de/10011888653
Saved in:
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