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subject:"Welt"
subject:"Capital income"
~isPartOf:"Journal of econometrics"
~person:"Andersen, Torben"
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Welt
Capital income
Estimation theory
7
Schätztheorie
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Volatility
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Volatilität
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Time series analysis
5
Zeitreihenanalyse
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Estimation
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1954-1995
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Andersen, Torben
Demetrescu, Matei
4
Rodrigues, Paulo M. M.
4
Todorov, Viktor
4
Li, Yingying
3
Mykland, Per A.
3
Tauchen, George Eugene
3
Taylor, Robert
3
Georgiev, Iliyan
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Kim, Dukpa
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Li, Jia
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Peng, Bin
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Shephard, Neil G.
2
Xiu, Dacheng
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Zhang, Lan
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2
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1
Archakov, Ilya
1
Bakalli, Gaetan
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Bouezmarni, Taoufik
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Breidt, F. Jay
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Breitung, Jörg
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Cai, T. Tony
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Carrion i Silvestre, Josep Lluís
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DeLima, Pedro J. F.
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Drees, Holger
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Journal of econometrics
CREATES research paper
1
Econometric theory
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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
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
3
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
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