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Estimation
621
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378
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Todorov, Viktor
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Tauchen, George Eugene
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9
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8
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5
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4
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3,244
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3,228
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ECONIS (ZBW)
702
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1
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702
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1
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
2
Asymptotics of Cholesky GARCH models and time-varying conditional betas
Darolles, Serge
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 223-247
Persistent link: https://www.econbiz.de/10011974730
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
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
5
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:
6
Autoregressive conditional betas
Blasques, F.
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
238
(
2024
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10015073921
Saved in:
7
Cyclical labor market sorting
Crane, Leland D.
;
Hyatt, Henry R.
;
Murray, Seth
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 524-543
Persistent link: https://www.econbiz.de/10014362655
Saved in:
8
Empirical labor search : a survey
Eḳshṭain, Tsevi
;
Berg, Gerard J. van den
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 531-564
Persistent link: https://www.econbiz.de/10003412668
Saved in:
9
Labor market search, informality, and on-the-job human capital accumulation
Bobba, Matteo
;
Flabbi, Luca
;
Levy, Santiago
;
Tejada, …
- In:
Journal of econometrics
223
(
2021
)
2
,
pp. 433-453
Persistent link: https://www.econbiz.de/10012619978
Saved in:
10
Do unemployment insurance recipients actively seek work? : Evidence from randomized trials in four US states
Ashenfelter, Orley
;
Ashmore, David
;
Deschênes, Olivier
- In:
Journal of econometrics
125
(
2005
)
1/2
,
pp. 53-75
Persistent link: https://www.econbiz.de/10002526617
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