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subject:"Prognoseverfahren"
subject:"Share price"
~person:"Athanasopoulos, George"
~person:"Todorov, Viktor"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Share price
Estimation theory
32
Schätztheorie
32
Volatility
19
Volatilität
19
Estimation
17
Schätzung
17
Time series analysis
16
Zeitreihenanalyse
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VAR-Modell
10
Börsenkurs
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7
Scientific modelling
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Capital income
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Kapitaleinkommen
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Option pricing theory
6
Optionspreistheorie
6
Schock
6
Shock
6
High-frequency data
5
Stochastic volatility
5
Regression analysis
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Regressionsanalyse
4
Bayes-Statistik
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Bayesian inference
3
Martingal
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3
Options
3
Statistical distribution
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Statistische Verteilung
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English
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Athanasopoulos, George
Todorov, Viktor
Swanson, Norman R.
32
Kapetanios, George
24
Pesaran, M. Hashem
22
Corradi, Valentina
18
Marcellino, Massimiliano
18
Koop, Gary
17
McCracken, Michael W.
16
Cai, Zongwu
15
Koopman, Siem Jan
15
Clark, Todd E.
14
Huber, Florian
14
Kumar, Dilip
14
Hyndman, Rob J.
13
Rossi, Barbara
13
Teräsvirta, Timo
13
Diebold, Francis X.
12
Gao, Jiti
12
Linton, Oliver
12
Chevillon, Guillaume
11
Hendry, David F.
11
Phillips, Peter C. B.
11
West, Kenneth D.
11
Jordà, Òscar
10
Knüppel, Malte
10
Maheswaran, S.
10
Sekhposyan, Tatevik
10
Tauchen, George Eugene
10
Vahid, Farshid
10
Xu, Ke-Li
10
Audrino, Francesco
9
Baltagi, Badi H.
9
Bauwens, Luc
9
Lahiri, Kajal
9
Varneskov, Rasmus Tangsgaard
9
Zakoïan, Jean-Michel
9
Bailey, Natalia
8
Dijk, Dick van
8
Hautsch, Nikolaus
8
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Journal of econometrics
7
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3
International journal of forecasting
2
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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)
19
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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
Forecast reconciliation : A geometric view with new insights on bias correction
Panagiotelis, Anastasios
;
Athanasopoulos, George
; …
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 343-359
Persistent link: https://www.econbiz.de/10012692725
Saved in:
4
Bayesian rank selection in multivariate regression
Jiang, Bin
;
Panagiotelis, Anastasios
;
Athanasopoulos, George
-
2016
Persistent link: https://www.econbiz.de/10011781655
Saved in:
5
Macroeconomic forecasting for Australia using a large number of predictors
Jiang, Bin
;
Athanasopoulos, George
;
Hyndman, Rob J.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781960
Saved in:
6
Macroeconomic forecasting for Australia using a large number of predictors
Panagiotelis, Anastasios
;
Athanasopoulos, George
; …
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 616-633
Persistent link: https://www.econbiz.de/10012300705
Saved in:
7
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:
8
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:
9
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:
10
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
-
2011
Persistent link: https://www.econbiz.de/10009561739
Saved in:
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