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147篇 您的检索式：作者名="Tauchen"

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	题名	作者	年代	出处	被引量
1	A discrete-time model for daily S & P500 returns and realized variations: Jumps and leverage effects显示文摘	Tim Bollerslev Uta Kretschmer Christian Pigorsch George Tauchen	2009	Journal of Econometrics2009，，2：	2
2	The price variability-volume relationship on speculative markets显示文摘	Tauchen G Pitts M	1983	Econometrica1983，51，：	2
3	Estimation of stochastic volatility models with diagnostics显示文摘	Gallant A R Hsieh D Tauchen G		0，，01：	1
4	The relative contribution of jumps to total price variance显示文摘	Huang X Tauchen G		0，，：	1
5	The relative contribution of jumps to total price variance 显示文摘	Huang X Tauchen G	2005	Journal of Financial Econometrics2005，3，4：	1
6	Realized jumps on financial markets and predicting credit spreads 显示文摘	Tauchen G Zhou H	2011	Journal of Econometrics2011，160，1：	1
7	Which moments to match?显示文摘	Gallant A Ronald George Tauchen	1996	Econometric Theory1996，12，4：	1
8	The price variability-volume relationship on speculative markets显示文摘	Tauchen G E Pitts M	1983	Econometrica1983，51，：	1
9	Which moments to match显示文摘	Tauchen G	1996	Econometric Theory1996，12，：	1
10	Reprojecting partially observed systems with application to interest rate diffusions显示文摘	Tauchen G	1998	Journal of American Statistical Association1998，93，：	1
11	The relative contribution of jumps to total price variance显示文摘	Huang X Tauchen G	2005	Journal of Financial Econometrics2005，3，4：	1
12	Realized Jumps on Financial Mar- kets and Predicting Credit Spreads 显示文摘	Tauchen G H Zhon	2011	Journal of Econ- ometrics2011，，160：	1
13	Which moments to match显示文摘	Gallant A Tauchen G		0，，04：	1
14	Seminonparametric estimation of conditionally constrained heterogeneous processes:asset pricing applications显示文摘	Gallant A Tauchen G		0，，：	1
15	Risk, jumps, and diversification 显示文摘	Bollerslev T Law H Tauchen G	2008	Journal of Econometrics2008，144，1：	1
16	Estimating of stochastic volatility models with diagnostics显示文摘	Gallant A R Hsiesh D A Tauchen G E	1997	Journal of Econometrics1997，81，：	1
17	The price variability-volume relationship on speculative markets 显示文摘	Tauchen G E Pitts M	1983	Econometrica1983，51，2：	1
18	The relative contribution of jumps to total price variance显示文摘	Huang Xin Tauchen G	2005	Journal of Financial Econometrics2005，3，4：	1
19	Activity Signature Functions for High- frequency Data Analysis 显示文摘	Todorov V Tauchen G	2010	Joumal of Econometrics2010，154，2：	1
20	The price variability-volume relationship on speculative markets显示文摘	Tauchen G E Pitts M	1983	Econometrica1983，51，：	1

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