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~isPartOf:"Journal of econometrics"
~person:"Chen, Rui"
~person:"Karlsson, Sune"
~person:"Todorov, Viktor"
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Search: subject:"Stochastic Volatility"
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Stochastic process
6
Stochastic volatility
6
Stochastischer Prozess
6
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6
Volatilität
6
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5
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5
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Chen, Rui
Karlsson, Sune
Todorov, Viktor
McAleer, Michael
6
Tauchen, George Eugene
6
Asai, Manabu
4
Andersen, Torben
3
Chang, Chia-Lin
3
Li, Jia
3
Aït-Sahalia, Yacine
2
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2
Carriero, Andrea
2
Chan, Joshua
2
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2
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1
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Journal of econometrics
Working Paper
9
CREATES Research Papers
6
Working Papers / Duke University, Department of Economics
6
Working paper
4
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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Handbook of economic forecasting ; Volume 2B
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ECONIS (ZBW)
6
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1
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
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2
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:
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
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:
5
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:
6
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
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