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isPartOf:"Journal of econometrics"
subject:"Schätzung"
~person:"Bollerslev, Tim"
~person:"Thyrsgaard, Martin"
~subject:"Volatility"
~type:"article"
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Schätzung
Volatility
Theorie
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Theory
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7
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3
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3
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3
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Bollerslev, Tim
Thyrsgaard, Martin
Aït-Sahalia, Yacine
7
Koop, Gary
6
Tauchen, George Eugene
5
Andersen, Torben
4
Gallant, A. Ronald
4
Ghysels, Eric
4
Hallin, Marc
4
McAleer, Michael
4
Renault, Eric
4
Steel, Mark F. J.
4
Todorov, Viktor
4
Asai, Manabu
3
Barigozzi, Matteo
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3
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3
Frühwirth-Schnatter, Sylvia
3
Gouriéroux, Christian
3
Hong, Yongmiao
3
Nielsen, Morten Ørregaard
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Rahbek, Anders
3
Robinson, Peter M.
3
Schorfheide, Frank
3
Yu, Jun
3
Boswijk, Herman Peter
2
Chan, Joshua
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Duan, Jin-Chuan
2
Fan, Jianqing
2
Fernández, Carmen
2
Fulop, Andras
2
Galvão Júnior, Antônio Fialho
2
Gonçalves, Sílvia
2
Grammig, Joachim
2
Granger, C. W. J.
2
Griffin, Jim E.
2
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Journal of econometrics
The journal of finance : the journal of the American Finance Association
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
International economic review
2
Journal of applied econometrics
2
The review of economics and statistics
2
Financial markets and asset pricing
1
Handbook of economic forecasting ; Vol. 1
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
NBER reporter online
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Quantitative economics : QE ; journal of the Econometric Society
1
Review of finance : journal of the European Finance Association
1
Symposium on forecasting and empirical methods in macroeconomics and finance
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ECONIS (ZBW)
7
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 556-583
Persistent link: https://www.econbiz.de/10012304092
Saved in:
3
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
4
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
5
A reduced form framework for modeling volatility of speculative prices based on realized variation measures
Andersen, Torben
;
Bollerslev, Tim
;
Huang, Xin
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 176-189
Persistent link: https://www.econbiz.de/10009242526
Saved in:
6
Volatility puzzles: a simple framework for gauging return-volatility regressions
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 123-150
Persistent link: https://www.econbiz.de/10003298567
Saved in:
7
Semiparametric estimation of long-memory volatility dependencies : the role of high-frequency data
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10001497682
Saved in:
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