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subject:"Volatilität"
accessRights:"restricted"
~person:"Tauchen, George Eugene"
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Volatilität
Estimation
9
Schätzung
9
Volatility
8
Estimation theory
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Schätztheorie
7
Stochastic process
6
Stochastischer Prozess
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Time series analysis
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Zeitreihenanalyse
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Börsenkurs
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High-frequency data
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Share price
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Capital income
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Kapitaleinkommen
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Martingal
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Martingale
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Stochastic volatility
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Semimartingale
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Adaptive estimation
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Beta
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Beta risk
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Betafaktor
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Jumps
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Regression analysis
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Regressionsanalyse
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Aktienindex
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Bayes-Statistik
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Bayesian inference
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Tauchen, George Eugene
Gupta, Rangan
53
Ma, Feng
24
Bahmani-Oskooee, Mohsen
21
Bouri, Elie
21
Balcilar, Mehmet
19
Pierdzioch, Christian
19
Todorov, Viktor
16
Wohar, Mark E.
16
Xuan Vinh Vo
16
Kang, Sang Hoon
14
Mensi, Walid
14
Bollerslev, Tim
13
Li, Jia
13
Tiwari, Aviral Kumar
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Wei, Yu
13
Wu, Xinyu
12
Zhu, Huiming
12
Kumar, Dilip
11
Lee, Chien-chiang
11
Nonejad, Nima
11
Yoon, Seong-min
11
Jawadi, Fredj
10
Wang, Yudong
10
Brooks, Robert
9
Chevallier, Julien
9
Demirer, Rıza
9
Hammoudeh, Shawkat
9
Kelly, Bryan T.
9
McAleer, Michael
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Zhang, Yaojie
9
Clements, Adam
8
Gil-Alaña, Luis A.
8
Ji, Qiang
8
Sehgal, Sanjay
8
Shi, Yanlin
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Yin, Libo
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Apergēs, Nikolaos
7
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Journal of econometrics
5
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
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:
3
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:
4
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:
5
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:
6
Estimating the volatility occupation time via regularized Laplace inversion
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1253-1288
Persistent link: https://www.econbiz.de/10011661745
Saved in:
7
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:
8
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
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