مقاله‌های دارای تعهدات انتشار عمومی - George Tauchenبیشتر بدانید
جای دیگری دردسترس است: ۱۴
A discrete-time model for daily S & P500 returns and realized variations: Jumps and leverage effects
T Bollerslev, U Kretschmer, C Pigorsch, G Tauchen
Journal of Econometrics 150 (2), 151-166, 2009
تعهدات: German Research Foundation
Jump regressions
J Li, V Todorov, G Tauchen
Econometrica 85 (1), 173-195, 2017
تعهدات: US National Science Foundation
Adaptive estimation of continuous-time regression models using high-frequency data
J Li, V Todorov, G Tauchen
Journal of Econometrics 200 (1), 36-47, 2017
تعهدات: US National Science Foundation
Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data
M Reiß, V Todorov, G Tauchen
Stochastic Processes and their Applications 125 (8), 2955-2988, 2015
تعهدات: German Research Foundation
The fine structure of equity-index option dynamics
TG Andersen, O Bondarenko, V Todorov, G Tauchen
Journal of Econometrics 187 (2), 532-546, 2015
تعهدات: Danish National Research Foundation
Inference theory for volatility functional dependencies
J Li, V Todorov, G Tauchen
Journal of Econometrics 193 (1), 17-34, 2016
تعهدات: US National Science Foundation
Mixed-scale jump regressions with bootstrap inference
J Li, V Todorov, G Tauchen, R Chen
Journal of Econometrics 201 (2), 417-432, 2017
تعهدات: US National Science Foundation
Rank tests at jump events
J Li, V Todorov, G Tauchen, H Lin
Journal of Business & Economic Statistics 37 (2), 312-321, 2019
تعهدات: US National Science Foundation
Robust jump regressions
J Li, V Todorov, G Tauchen
Journal of the American Statistical Association 112 (517), 332-341, 2017
تعهدات: US National Science Foundation
Jump factor models in large cross‐sections
J Li, V Todorov, G Tauchen
Quantitative Economics 10 (2), 419-456, 2019
تعهدات: US National Science Foundation
Estimating the volatility occupation time via regularized Laplace inversion
J Li, V Todorov, G Tauchen
Econometric Theory 32 (5), 1253-1288, 2016
تعهدات: US National Science Foundation
Variation and efficiency of high-frequency betas
C Zhang, J Li, V Todorov, G Tauchen
Journal of Econometrics 228 (1), 156-175, 2022
تعهدات: US National Science Foundation
Nonparametric test for a constant beta over a fixed time interval
M Reiß, V Todorov, G Tauchen
SFB 649 Discussion Paper, 2014
تعهدات: German Research Foundation
Nonparametric Test fora Constant Beta over aFixed Time Interval
M Reiß, V Todorov, G Tauchen
Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2014
تعهدات: German Research Foundation
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