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isPartOf:"The American economic review"
subject:"Agency theory"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of economic behavior & organization : JEBO"
~person:"Bollerslev, Tim"
~subject:"Risiko"
~subject:"United States"
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Agency theory
Risiko
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Bollerslev, Tim
Caballero, Ricardo J.
5
Epstein, Larry G.
5
Martimort, David
5
Pakes, Ariel
5
Angrist, Joshua D.
4
Berry, Steven
4
Blanchard, Olivier
4
Christiano, Lawrence J.
4
Hall, Robert Ernest
4
Kimball, Miles S.
4
Levine, David I.
4
Levinsohn, James Alan
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Ríos-Rull, José-Víctor
4
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4
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4
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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The American economic review
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of economic behavior & organization : JEBO
The journal of finance : the journal of the American Finance Association
4
CREATES research paper
2
Journal of empirical finance
2
The review of economics and statistics
2
Advanced texts in econometrics
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Cahier / Départment de Sciences Économiques, Université de Montréal
1
ERID working paper
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Finance and economics discussion series
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Financial markets and asset pricing
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
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Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
2
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
3
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
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