Kellogg School of Management at Northwestern University

☰

About

About Kellogg

Meet Dean Hagerty

Global Impact

Executive MBA Network

Global Initiatives in Management

Diversity & Inclusion

Women at Kellogg

Leadership

Department Chairs

Strategic Initiative Faculty Directors

Global Advisory Board

Student Leadership Teams

Kellogg Giving Network

Global Hub

Our Purpose

To educate, equip & inspire brave leaders who build strong organizations and wisely leverage the power of markets to create lasting value.

Programs

At Kellogg, we develop brave leaders that inspire growth in people, organizations and markets.

Why Kellogg

At Kellogg, we develop brave leaders that inspire growth in people, organizations and markets.

Learn more about the Kellogg difference

All Programs Full-Time MBA

Career Development

Tuition & Financial Aid

Attend an Event

Evening & Weekend

Career Development

Tuition & Financial Aid

Attend an Event

Executive MBA

Locations & Schedules

Career Development

Tuition & Financing

Attend an Event

Doctoral

PhD Classes & Schedule

Recruiting Forums

Certificate Program for Undergraduates

Program Benefits

Career Development

Jobs & Internships

MS in Management Studies

Career Development

Tuition & Financial Aid

Attend an Event

Propel Your Career

Earning a Kellogg Evening & Weekend MBA can take you to the top of your organization and prepare you for a lifetime of success.

Learn More

Executive Education

Governing Family Enterprises

Kellogg Executive Education teaches you the art of running a family business.

Learn More

Individual Programs

Executive Programs

C-Suite Programs

Nonprofit Programs

Executive Scholar Certificate

Online Programs

Group & Custom Solutions

Our Partnership Philosophy

Design Process & Team

Association & Specialty Programs

Academic Partners

Group Registrations

The Kellogg Experience

The Kellogg Advantage

Our Learning Environment

Thought Leadership

Participant Perspectives

Alumni Benefits

Request a Brochure Find a Program Contact Us

Saved Programs 0

Faculty and Research

Career Successes Come in Clusters

Bursts of brilliance happen for everyone. Explore the "hot streaks" of thousands of directors, artists, and scientists.

Read More

Faculty & Research

Faculty Directory

Research Centers

Faculty Experts Guide

Case Publishing

Kellogg Insight Magazine

Academic Departments

Accounting Information & Management

Management & Organizations

Managerial Economics & Decision Sciences

Strategic Initiatives

Architectures of Collaboration

Innovation & Entrepreneurship

Markets & Customers

Public-Private Interface

Alumni

Stay Connected & Be Informed

Create a new profile or update your information in the Northwestern Directory to receive the latest Kellogg news, publications, event invitations and alumni benefit updates.

Visit Our Northwestern today!

Connect

Clubs & Affinity Networks

Reunion Classes by Year

Kellogg Alumni Council

Pete Henderson Society

Learn & Develop Career Development

Career Coaching

Kellogg Insight: Careers

News & Impact

Kellogg Magazine

Reunion Events Volunteer

Ways to Volunteer

Club & Affinity Network Leaders

Give

Kellogg Leadership Circle

Donor Honor Roll

Profile Directory Contact Us Donate Now

Take Action

Home | Faculty & Research Overview | Research

Research Details

Volatility Activity: Specification and Estimation, Journal of Econometrics

Type

Article

Author(s)

Viktor Todorov, George Tauchen, Iaryna Grynkiv

Date Published

2014

Citations

Todorov, Viktor, George Tauchen, and Iaryna Grynkiv. 2014. Volatility Activity: Specification and Estimation. Journal of Econometrics. 178: 180-193.

KELLOGG INSIGHT

Explore leading research and ideas

Find articles, podcast episodes, and videos that spark ideas in lifelong learners, and inspire those looking to advance in their careers.

COURSE CATALOG

Review Courses & Schedules

Access information about specific courses and their schedules by viewing the interactive course scheduler tool.

DEGREE PROGRAMS

Discover the path to your goals

Whether you choose our Full-Time, Part-Time or Executive MBA program, you’ll enjoy the same unparalleled education, exceptional faculty and distinctive culture.

Take Action

Kellogg / inspiring growth

Northwestern University

© Kellogg School of Management

Northwestern University
Kellogg Policies