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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Belke, Ansgar"
~person:"Todorov, Viktor"
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Belke, Ansgar
Todorov, Viktor
Li, Wai Keung
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
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Diskussionsbeiträge aus dem Institut für Volkswirtschaftslehre, Universität Hohenheim
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Economic Research Initiatives at Duke (ERID) Working Paper
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Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
2
Volatility jumps
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
3
,
pp. 356-371
Persistent link: https://www.econbiz.de/10009232547
Saved in:
3
Simulation methods for Lévy-driven continuous-time autoregressive moving average (CARMA) stochastic volatility models
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
4
,
pp. 455-469
Persistent link: https://www.econbiz.de/10003385169
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