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subject:"Germany"
subject:"Share price"
~person:"Todorov, Viktor"
~subject:"Maximum likelihood estimation"
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Search: subject_exact:"Estimation theory"
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Germany
Share price
Maximum likelihood estimation
Estimation theory
21
Schätztheorie
21
Volatility
19
Volatilität
19
Estimation
14
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14
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12
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Option trading
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Optionsgeschäft
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Todorov, Viktor
Pesaran, M. Hashem
27
Winkelmann, Rainer
24
Lechner, Michael
22
Koopman, Siem Jan
21
Lee, Lung-fei
20
Sentana, Enrique
16
Zakoïan, Jean-Michel
16
Wolters, Jürgen
14
Bailey, Natalia
13
Lütkepohl, Helmut
13
Francq, Christian
12
Härdle, Wolfgang
12
Kapetanios, George
12
Fiorentini, Gabriele
11
Gao, Jiti
11
Hautsch, Nikolaus
11
Tauchen, George Eugene
11
Teräsvirta, Timo
11
Bekaert, Geert
10
Blasques, Francisco
10
Hayakawa, Kazuhiko
10
Linton, Oliver
10
Allen, David E.
9
Diebold, Francis X.
9
Maheswaran, S.
9
Pfaffermayr, Michael
9
Phillips, Peter C. B.
9
Shephard, Neil G.
9
Sola, Martin
9
Wunsch, Conny
9
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9
Bauwens, Luc
8
Jin, Fei
8
Li, Jia
8
Liesenfeld, Roman
8
Lucas, André
8
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Journal of econometrics
6
ERID working paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
-
2011
Persistent link: https://www.econbiz.de/10009561739
Saved in:
7
Volatility Activity : Specification and Estimation
Todorov, Viktor
-
2011
The paper examines volatility activity and its asymmetry and undertakes further specification analysis of volatility models based on it. We develop new nonparametric statistics using high frequency option-based VIX data to test for asymmetry in volatility jumps. We also develop methods to...
Persistent link: https://www.econbiz.de/10013119659
Saved in:
8
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:
9
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
Saved in:
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