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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Härdle, Wolfgang"
~person:"Todorov, Viktor"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Search: subject_exact:"Estimation theory"
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Volatilität
Estimation theory
149
Schätztheorie
149
Theorie
63
Theory
63
Regression analysis
45
Regressionsanalyse
45
Nichtparametrisches Verfahren
42
Nonparametric statistics
42
Estimation
27
Schätzung
27
Time series analysis
25
Volatility
25
Zeitreihenanalyse
25
Stochastic process
15
Stochastischer Prozess
15
Option pricing theory
14
Optionspreistheorie
14
Bootstrap approach
9
Bootstrap-Verfahren
9
Börsenkurs
9
Capital income
9
Kapitaleinkommen
9
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9
Deutschland
8
Germany
8
Multivariate Analyse
8
Multivariate analysis
8
Statistical distribution
8
Statistische Verteilung
8
Statistical test
6
Statistischer Test
6
High-frequency data
5
Stochastic volatility
5
ARCH model
4
ARCH-Modell
4
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4
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4
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4
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4
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7
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15
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Working Paper
Article in journal
Bibliography included
Aufsatz in Zeitschrift
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English
25
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Härdle, Wolfgang
Todorov, Viktor
Kumar, Dilip
16
Koopman, Siem Jan
14
Maheswaran, S.
14
Tauchen, George Eugene
14
Teräsvirta, Timo
14
Li, Jia
13
Hafner, Christian M.
11
Andersen, Torben
10
Lucas, André
9
Rodriguez, Gabriel
9
Brandt, Michael W.
8
Silvennoinen, Annastiina
8
Bibinger, Markus
7
Daníelsson, Jón
7
Diebold, Francis X.
7
Francq, Christian
7
Ghysels, Eric
7
Gouriéroux, Christian
7
Hautsch, Nikolaus
7
Kim, Donggyu
7
Li, Yingying
7
Liu, Zhi
7
Mykland, Per A.
7
Bollerslev, Tim
6
Clements, Adam
6
Reiß, Markus
6
Sibbertsen, Philipp
6
Spokojnyj, Vladimir G.
6
Taylor, Robert
6
Wang, Yazhen
6
Zakoïan, Jean-Michel
6
Alizadeh, Sassan
5
Amado, Cristina
5
Bauwens, Luc
5
Cavaliere, Giuseppe
5
Corsi, Fulvio
5
Croux, Christophe
5
Fan, Jianqing
5
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
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Journal of econometrics
11
Discussion papers of interdisciplinary research project 373
3
ERID working paper
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
CORE discussion paper : DP
1
CREATES research paper
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance and stochastics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
25
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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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