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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"ERID working paper"
~person:"Koopman, Siem Jan"
~person:"Todorov, Viktor"
~type_genre:"Graue Literatur"
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Volatility
Estimation theory
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Schätztheorie
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Volatilität
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Option pricing theory
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Optionspreistheorie
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Koopman, Siem Jan
Todorov, Viktor
Tauchen, George Eugene
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Grynkiv, Iaryna
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Davies, Robert
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Journal of econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
-
2011
Persistent link: https://www.econbiz.de/10009561739
Saved in:
2
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:
3
Realized Laplace Transforms for estimation of jump diffusive volatility models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
-
2010
Persistent link: https://www.econbiz.de/10009560323
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