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~person:"Todorov, Viktor"
~subject:"High-frequency data"
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High-frequency data
Factor analysis
4
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Todorov, Viktor
Glocker, Christian
3
Guggia, Valentino
3
Wegmüller, Philipp
3
Xiu, Dacheng
2
Andersen, Torben
1
Aït-Sahalia, Yacine
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Chen, Jia
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Cheng, Mingmian
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Dai, Chaoxing
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Hansjürgens, Bernd
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Liao, Yuan
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Linton, Oliver
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Lu, Kun
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Sun, Yucheng
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Tauchen, George Eugene
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Thyrsgaard, Martin
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Tse, Yiu Kuen
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
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ECONIS (ZBW)
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Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
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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
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