The following pages link to George Tauchen (Q284293):
Displaying 45 items.
- Diagnostic testing and evaluation of maximum likelihood models (Q115750) (← links)
- Inference theory for volatility functional dependencies (Q284294) (← links)
- Risk, jumps, and diversification (Q292155) (← links)
- A discrete-time model for daily S\&P500 returns and realized variations: jumps and leverage effects (Q302183) (← links)
- (Q385767) (redirect page) (← links)
- Volatility occupation times (Q385768) (← links)
- (Q447865) (redirect page) (← links)
- Realized Laplace transforms for pure-jump semimartingales (Q447866) (← links)
- (Q535201) (redirect page) (← links)
- Limit theorems for power variations of pure-jump processes with application to activity estima\-tion (Q535202) (← links)
- Pricing of the time-change risks (Q543799) (← links)
- Realized jumps on financial markets and predicting credit spreads (Q737268) (← links)
- Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) (← links)
- Limit theorems for the empirical distribution function of scaled increments of Itô semimartingales at high frequencies (Q744376) (← links)
- A note on the asymptotic lower bound for the covariance matrix of the GMM estimator of the parameters of agents' utility functions (Q899741) (← links)
- Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution (Q921792) (← links)
- The relative efficiency of method of moments estimators (Q1302762) (← links)
- Nonparametric estimation of structural models for high-frequency currency market data (Q1347106) (← links)
- Estimation of stochastic volatility models with diagnostics (Q1372927) (← links)
- Alternative models for stock price dynamics. (Q1398979) (← links)
- Mixed-scale jump regressions with bootstrap inference (Q1676389) (← links)
- Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale (Q1754515) (← links)
- Notes on financial econometrics (Q1841088) (← links)
- Variation and efficiency of high-frequency betas (Q2116364) (← links)
- Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data (Q2347453) (← links)
- The fine structure of equity-index option dynamics (Q2347729) (← links)
- Adaptive estimation of continuous-time regression models using high-frequency data (Q2398973) (← links)
- Volatility activity: specification and estimation (Q2512607) (← links)
- Activity signature functions for high-frequency data analysis (Q2630154) (← links)
- The Realized Laplace Transform of Volatility (Q2859081) (← links)
- Volatility in Equilibrium: Asymmetries and Dynamic Dependencies* (Q2919956) (← links)
- ESTIMATING THE VOLATILITY OCCUPATION TIME VIA REGULARIZED LAPLACE INVERSION (Q2976209) (← links)
- Volatility Jumps (Q3089154) (← links)
- Nonlinear Dynamic Structures (Q3142743) (← links)
- (Q3374317) (← links)
- Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions (Q3839571) (← links)
- The Price Variability-Volume Relationship on Speculative Markets (Q3959712) (← links)
- Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models (Q3971628) (← links)
- (Q4015733) (← links)
- ESTIMATION OF CONTINUOUS-TIME MODELS FOR STOCK RETURNS AND INTEREST RATES (Q4233510) (← links)
- Jump Regressions (Q4612493) (← links)
- Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications (Q4729224) (← links)
- Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions (Q4916500) (← links)
- Jump factor models in large cross‐sections (Q5208562) (← links)
- Rational Pessimism, Rational Exuberance, and Asset Pricing Models (Q5427680) (← links)
