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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~person:"Tauchen, George Eugene"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
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Tauchen, George Eugene
Li, Wai Keung
4
Chan, Joshua
3
Corsi, Fulvio
3
Koopman, Siem Jan
3
Lucas, André
3
Moffitt, Robert A.
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Todorov, Viktor
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Econometric theory
1
Econometrics : open access journal
1
Journal of financial economics
1
Nonparametric dynamic modelling
1
Quantitative economics : QE ; journal of the Econometric Society
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Review of finance : journal of the European Finance Association
1
The quarterly journal of finance
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The review of economic studies
1
The review of economics and statistics
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ECONIS (ZBW)
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1
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:
2
Volatility jumps
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
3
,
pp. 356-371
Persistent link: https://www.econbiz.de/10009232547
Saved in:
3
Simulation methods for Lévy-driven continuous-time autoregressive moving average (CARMA) stochastic volatility models
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
4
,
pp. 455-469
Persistent link: https://www.econbiz.de/10003385169
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