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49
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48
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Tauchen, George
36
Todorov, Viktor
16
Gallant, A.Ronald
8
Bollerslev, Tim
7
Bansal, Ravi
4
Reiß, Markus
3
Zhou, Hao
3
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2
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2
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2
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2
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1
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1
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Journal of econometrics
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The review of financial studies
3
Journal of the American Statistical Association : JASA
2
The review of economics and statistics
2
Working paper / National Bureau of Economic Research, Inc
2
Econometric theory
1
Finance and stochastics
1
Journal of economic dynamics & control
1
Journal of economics
1
Journal of empirical finance
1
Journal of financial economics
1
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
1
The journal of finance : the journal of the American Finance Association
1
The quarterly journal of finance
1
The review of economic studies
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OLC EcoSci
ECONIS (ZBW)
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8
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3
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Simulation Methods for Lévy-Driven Continuous-Time Autoregressive Moving Average (CARMA) Stochastic Volatility Models
Todorov, Viktor
;
Tauchen, George
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
4
,
pp. 455-469
Persistent link: https://www.econbiz.de/10008222287
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2
Testing semiparametric conditional moment restrictions using conditional martingale transforms
Todorov, Viktor
;
Tauchen, George
- In:
Journal of econometrics
154
(
2010
)
1
,
pp. 74-85
Persistent link: https://www.econbiz.de/10008350271
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3
The Realized Laplace Transform of Volatility
Todorov, Viktor
;
Tauchen, George
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
3
,
pp. 1105-1128
Persistent link: https://www.econbiz.de/10009977091
Saved in:
4
Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions
Todorov, Viktor
;
Tauchen, George
- In:
Journal of the American Statistical Association : JASA
107
(
2012
)
498
,
pp. 622-636
Persistent link: https://www.econbiz.de/10009997400
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5
Volatility Jumps
Todorov, Viktor
;
Tauchen, George
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
3
,
pp. 356-372
Persistent link: https://www.econbiz.de/10009179755
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6
Realized Laplace transforms for estimation of jump diffusive volatility models
Todorov, Viktor
;
Tauchen, George
;
Grynkiv, Iaryna
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 367-382
Persistent link: https://www.econbiz.de/10009291420
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7
Activity signature functions for high-frequency data analysis
Todorov, Viktor
;
Tauchen, George
- In:
Journal of econometrics
154
(
2010
)
2
,
pp. 125-139
Persistent link: https://www.econbiz.de/10008881847
Saved in:
8
Spectral calibration of exponential Lévy models
Belomestny, Denis
;
Reiß, Markus
- In:
Finance and stochastics
10
(
2006
)
4
,
pp. 449
Persistent link: https://www.econbiz.de/10008222263
Saved in:
9
Simplifying numerical analyses of Hamilton-Jacobi-Bellman equations
Bethmann, Dirk
;
Reiß, Markus
- In:
Journal of economics
107
(
2012
)
2
,
pp. 101-128
Persistent link: https://www.econbiz.de/10010035059
Saved in:
10
Estimation of the characteristics of a Lévy process observed at arbitrary frequency
Kappus, Johanna
;
Reiß, Markus
- In:
Statistica Neerlandica : journal of the Netherlands …
64
(
2010
)
3
,
pp. 314-329
Persistent link: https://www.econbiz.de/10008436730
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