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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~person:"Lucas, André"
~person:"Vries, Casper G. de"
~subject:"Scientific modelling"
~subject:"Theory"
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Volatility
Scientific modelling
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Estimation theory
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Schätztheorie
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1984-1996
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Bollerslev, Tim
Lucas, André
Vries, Casper G. de
Franses, Philip Hans
4
Haan, Laurens de
4
Kleibergen, Frank
4
Daníelsson, Jón
3
Ridder, Geert
3
Sluis, Pieter J. van der
3
Sneek, Kees
3
Cramer, Jan S.
2
Dijk, Dick van
2
Gooijer, Jan G. de
2
Heij, Christiaan
2
Kiviet, J. F.
2
Montfort, Kees van
2
Pereira, T. Themido
2
Resnick, Sidney I.
2
Rietveld, Piet
2
Scherrer, Wolfgang
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Bijwaard, Govert
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Boswijk, Herman Peter
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1
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Hoek, Henk
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Jacobsen, Ben
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Koning, Camiel de
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1
Paap, Richard
1
Peng, Liang
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Phillips, Garry D. A.
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Discussion paper / Tinbergen Institute
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of econometrics
5
Discussion papers in statistics and econometrics
2
Econometric reviews
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Journal of applied econometrics
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Report / Econometric Institute, Erasmus University Rotterdam
2
Working paper
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Discussion paper / Tinbergen Institue / Tinbergen Institute
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Econometric theory
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Economics letters
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Handbook of econometrics ; Vol. 4
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International finance discussion papers
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International journal of forecasting
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Reihe Quantitative Ökonomie : Ökon
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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1
Abnormal returns, risk, and options in large data sets
Caserta, Silvia
;
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000994496
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2
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980737
Saved in:
3
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000986130
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