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~accessRights:"restricted"
~person:"Tauchen, George Eugene"
~subject:"Capital income"
~subject:"Schätzung"
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Search: subject:"Volatilität"
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Capital income
Schätzung
Volatility
9
Volatilität
9
Estimation
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7
Stochastischer Prozess
7
Börsenkurs
6
Estimation theory
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High-frequency data
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Schätztheorie
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Induktive Statistik
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Tauchen, George Eugene
Gupta, Rangan
82
Ma, Feng
40
Bouri, Elie
36
Pierdzioch, Christian
26
Balcilar, Mehmet
23
Wohar, Mark E.
23
Wang, Yudong
22
Bahmani-Oskooee, Mohsen
21
Xuan Vinh Vo
21
Tiwari, Aviral Kumar
20
Demirer, Rıza
19
Wei, Yu
19
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Mensi, Walid
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Zhang, Yaojie
17
Todorov, Viktor
16
Bollerslev, Tim
15
Lau, Chi Keung
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Zhu, Huiming
15
Kumar, Dilip
14
Nonejad, Nima
14
Wu, Xinyu
14
Yin, Libo
14
Hammoudeh, Shawkat
13
Li, Jia
13
Liang, Chao
13
Roubaud, David
13
Shahzad, Syed Jawad Hussain
13
Chevallier, Julien
12
Lee, Chien-chiang
12
McAleer, Michael
12
Shen, Dehua
12
Yoon, Seong-min
12
Caporale, Guglielmo Maria
11
Ji, Qiang
11
Umar, Zaghum
11
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11
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Journal of econometrics
5
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
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:
2
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
3
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:
4
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:
5
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:
6
Estimating the volatility occupation time via regularized Laplace inversion
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1253-1288
Persistent link: https://www.econbiz.de/10011661745
Saved in:
7
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:
8
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
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