//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~person:"Tauchen, George Eugene"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
15
Volatilität
15
Estimation
9
Schätzung
9
Börsenkurs
8
Estimation theory
8
Schätztheorie
8
Share price
8
Stochastic process
8
Stochastischer Prozess
8
Theorie
7
Theory
7
High-frequency data
6
Stochastic volatility
6
Time series analysis
6
Zeitreihenanalyse
6
Capital income
5
Kapitaleinkommen
5
Martingal
3
Martingale
3
Method of moments
3
Momentenmethode
3
Option pricing theory
3
Optionspreistheorie
3
Semimartingale
3
Specification test
3
Adaptive estimation
2
Bayes-Statistik
2
Bayesian inference
2
Beta
2
Beta risk
2
Betafaktor
2
CAPM
2
Financial market
2
Finanzmarkt
2
Induktive Statistik
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Semiparametric efficiency
2
Spot variance
2
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
19
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
20
Aufsatzsammlung
2
Collection of articles of several authors
1
Festschrift
1
Sammelwerk
1
Language
All
English
Author
All
Tauchen, George Eugene
Phillips, Peter C. B.
66
Linton, Oliver
45
Lee, Lung-fei
35
Taylor, Robert
32
Li, Qi
30
Ghysels, Eric
29
Robinson, Peter M.
29
Su, Liangjun
28
Pesaran, M. Hashem
27
Hsiao, Cheng
26
Park, Joon Y.
26
Gao, Jiti
25
Aït-Sahalia, Yacine
24
Gouriéroux, Christian
24
White, Halbert
24
Bollerslev, Tim
23
Chen, Songnian
23
Chen, Xiaohong
23
Koop, Gary
23
Swanson, Norman R.
23
Yu, Jun
23
Renault, Eric
22
Timmermann, Allan
22
McAleer, Michael
21
Schmidt, Peter
21
Xiao, Zhijie
21
Baltagi, Badi H.
20
Dufour, Jean-Marie
20
Lewbel, Arthur
20
Todorov, Viktor
20
Bai, Jushan
19
Andrews, Donald W. K.
18
Corradi, Valentina
18
Diebold, Francis X.
18
Horowitz, Joel
18
Slottje, Daniel Jonathan
18
Cai, Zongwu
17
Dijk, Herman K. van
17
Fan, Yanqin
17
more ...
less ...
Published in...
All
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Econometric theory
2
Economics letters
2
The review of economics and statistics
2
The review of financial studies
2
Computation and estimation in finance and economics
1
Econometric methods and financial time series
1
Econometrics : open access journal
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of risk and financial management : JRFM
1
Macroeconomic dynamics
1
Nonparametric dynamic modelling
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review of finance : journal of the European Finance Association
1
The quarterly journal of finance
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
New directions in nonlinear structural estimation : Bayes and Frequentist: editorial
Tauchen, George Eugene
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10013441706
Saved in:
2
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:
3
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
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
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:
6
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:
7
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:
8
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:
9
Realized Laplace transforms for estimation of jump diffusive volatility models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009301899
Saved in:
10
Activity signature functions for high-frequency data analysis
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
154
(
2010
)
2
,
pp. 125-138
Persistent link: https://www.econbiz.de/10003940085
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->