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subject:"Stochastischer Prozess"
subject:"Volatility"
~person:"Härdle, Wolfgang"
~person:"Todorov, Viktor"
~subject:"Exchange rate"
~subject:"United Kingdom"
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Stochastischer Prozess
Volatility
Exchange rate
United Kingdom
Estimation theory
165
Schätztheorie
165
Theorie
68
Theory
68
Regression analysis
50
Regressionsanalyse
50
Nichtparametrisches Verfahren
46
Nonparametric statistics
46
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30
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30
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30
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English
34
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Härdle, Wolfgang
Todorov, Viktor
Koopman, Siem Jan
24
Phillips, Peter C. B.
24
Diebold, Francis X.
18
Li, Jia
17
Kumar, Dilip
16
Tauchen, George Eugene
16
Li, Yingying
15
Teräsvirta, Timo
15
Maheswaran, S.
14
Sentana, Enrique
14
Brandt, Michael W.
13
Lucas, André
13
McAleer, Michael
13
Ghysels, Eric
12
Hafner, Christian M.
12
Kim, Donggyu
12
Bollerslev, Tim
11
Koop, Gary
11
Mancino, Maria Elvira
11
Reiß, Markus
11
Spokojnyj, Vladimir G.
11
Swanson, Norman R.
11
Andersen, Torben
10
Caporale, Guglielmo Maria
10
Silvennoinen, Annastiina
10
Bekaert, Geert
9
Christopeit, Norbert
9
Fan, Jianqing
9
Kristensen, Dennis
9
Linton, Oliver
9
Liu, Zhi
9
Mykland, Per A.
9
Rodriguez, Gabriel
9
Sibbertsen, Philipp
9
Zakoïan, Jean-Michel
9
Alizadeh, Sassan
8
Bibinger, Markus
8
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
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Journal of econometrics
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
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3
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2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
34
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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
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
3
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
4
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:
5
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
Saved in:
6
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:
7
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:
8
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:
9
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
-
2011
Persistent link: https://www.econbiz.de/10009561739
Saved in:
10
Inverse realized Laplace transforms for nonparametric volatility density estimation in jump-diffusions
Todorov, Viktor
;
Tauchen, George Eugene
-
2011
Persistent link: https://www.econbiz.de/10009561745
Saved in:
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