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isPartOf:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
~isPartOf:"NBER Working Paper"
~person:"Todorov, Viktor"
~subject:"Martingal"
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Martingal
Volatility
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Todorov, Viktor
Li, Jia
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Journal of econometrics
Journal of forecasting
NBER Working Paper
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
CREATES Research Paper
1
CREATES research paper
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Economic Research Initiatives at Duke (ERID) Working Paper
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ECONIS (ZBW)
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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:
2
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:
3
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
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