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United States
Volatilität
108
Volatility
107
Theorie
84
Theory
77
Schätztheorie
76
Estimation theory
68
Estimation
64
Schätzung
64
Stochastischer Prozess
59
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55
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54
Kapitaleinkommen
54
Börsenkurs
48
Risk premium
48
Share price
48
Zeitreihenanalyse
48
Risikoprämie
46
Time series analysis
44
Nichtparametrisches Verfahren
39
Optionspreistheorie
39
Option pricing theory
37
Nonparametric statistics
34
CAPM
32
high-frequency data
25
Option trading
21
Optionsgeschäft
21
USA
19
stochastic volatility
18
jumps
17
High-frequency data
16
Modellierung
15
Scientific modelling
15
Jumps
14
Risk
14
Statistical distribution
14
Statistische Verteilung
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Martingal
13
Martingale
13
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11
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7
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English
19
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Tauchen, George Eugene
10
Todorov, Viktor
10
Bollerslev, Tim
7
Gallant, A. Ronald
4
Andersen, Torben
3
Zhou, Hao
3
Bansal, Ravi
2
Fusari, Nicola
2
Rossi, Peter E.
2
Hsu, Chiente
1
Sizova, Natalia
1
Thyrsgaard, Martin
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CREATES research paper
3
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
The journal of finance : the journal of the American Finance Association
2
Working paper / National Bureau of Economic Research, Inc.
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Computation and estimation in finance and economics
1
ERID working paper
1
Finance and economics discussion series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Macroeconomic dynamics
1
The review of economics and statistics
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ECONIS (ZBW)
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The realized Laplace transform of volatility
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
3
,
pp. 1105-1127
Persistent link: https://www.econbiz.de/10009629019
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2
New minimum chi-square methods in empirical finance
Tauchen, George Eugene
-
1997
Persistent link: https://www.econbiz.de/10001328729
Saved in:
3
Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Gallant, A. Ronald
;
Hsu, Chiente
;
Tauchen, George Eugene
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
Saved in:
4
Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald
- In:
Macroeconomic dynamics
1
(
1997
)
1
,
pp. 135-168
Persistent link: https://www.econbiz.de/10001337436
Saved in:
5
Stock prices and volume
Gallant, A. Ronald
- In:
The review of financial studies
5
(
1992
)
2
,
pp. 199-242
Persistent link: https://www.econbiz.de/10001123796
Saved in:
6
Nonlinear dynamic structures
Gallant, A. Ronald
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 871-907
Persistent link: https://www.econbiz.de/10001147138
Saved in:
7
Regime-shifts, risk premiums in the term structure, and the business cycle
Bansal, Ravi
;
Tauchen, George Eugene
;
Zhou, Hao
-
2003
Persistent link: https://www.econbiz.de/10001764084
Saved in:
8
Regime shifts, risk premiums in the term structure, and the business cycle
Bansal, Ravi
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 396-409
Persistent link: https://www.econbiz.de/10002372889
Saved in:
9
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
Saved in:
10
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
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