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~person:"Todorov, Viktor"
~subject:"Capital income"
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Search: subject_exact:"Estimation theory"
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Capital income
Estimation theory
21
Schätztheorie
21
Volatility
19
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19
Estimation
14
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14
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12
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Todorov, Viktor
Diebold, Francis X.
13
Linton, Oliver
11
Kumar, Dilip
9
Maheswaran, S.
8
Stambaugh, Robert F.
8
Brandt, Michael W.
7
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7
Tauchen, George Eugene
7
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6
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6
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6
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6
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5
Dufour, Jean-Marie
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Gao, Jiti
5
Hahn, Jinyong
5
Mykland, Per A.
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Račev, Svetlozar T.
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Sucarrat, Genaro
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Timmermann, Allan
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4
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Joslin, Scott
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Journal of econometrics
4
CREATES research paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
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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
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
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:
4
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:
5
Realized volatility and multipower variation
Andersen, Torben
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003892558
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
Saved in:
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