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isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~person:"Bollerslev, Tim"
~subject:"Statistische Verteilung"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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Statistische Verteilung
Volatilität
Volatility
24
Capital income
13
Estimation
13
Kapitaleinkommen
13
Schätzung
13
Forecasting model
8
Prognoseverfahren
8
Börsenkurs
6
High-frequency data
6
Risikoprämie
6
Risk premium
6
Share price
6
Theorie
5
Theory
5
Time series analysis
5
Zeitreihenanalyse
5
ARCH model
4
ARCH-Modell
4
CAPM
4
Market microstructure
4
Marktmikrostruktur
4
Risiko
4
Risk
4
Stochastic process
4
Stochastischer Prozess
4
Estimation theory
3
Noise Trading
3
Noise trading
3
Option pricing theory
3
Optionspreistheorie
3
Schätztheorie
3
Statistical distribution
3
USA
3
United States
3
Aktienindex
2
Aktienmarkt
2
Beta risk
2
Betafaktor
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Article
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Article in journal
Aufsatz in Zeitschrift
24
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English
24
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Bollerslev, Tim
Todorov, Viktor
21
Tauchen, George Eugene
16
Aït-Sahalia, Yacine
14
Andersen, Torben
13
McAleer, Michael
9
Meddahi, Nour
8
Patton, Andrew J.
8
Xiu, Dacheng
8
Ghysels, Eric
7
Li, Jia
7
Mykland, Per A.
7
Cavaliere, Giuseppe
6
Kim, Donggyu
6
Li, Yingying
6
Renò, Roberto
6
Shephard, Neil G.
6
Asai, Manabu
5
Bandi, Federico M.
5
Christoffersen, Peter F.
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Jacobs, Kris
5
Maheu, John M.
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Bekaert, Geert
4
Boswijk, Herman Peter
4
Calvet, Laurent E.
4
Engle, Robert F.
4
Fan, Jianqing
4
Fisher, Adlai
4
Francq, Christian
4
Fusari, Nicola
4
Jasiak, Joann
4
Li, Sophia Zhengzi
4
Linton, Oliver
4
Park, Joon Y.
4
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Journal of econometrics
Journal of financial economics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The journal of finance : the journal of the American Finance Association
3
International economic review
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
The review of economics and statistics
2
Economics letters
1
European financial management : the journal of the European Financial Management Association
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
NBER reporter online
1
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
1
The American economic review
1
The review of economic studies
1
The review of financial studies
1
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ECONIS (ZBW)
24
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
3
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
4
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
5
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
6
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
7
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011610646
Saved in:
8
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
9
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
10
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
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