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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of international money and finance"
~subject:"Forecasting model"
~subject:"Schätztheorie"
~type:"article"
~type_genre:"Article in journal"
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Volatility
Forecasting model
Schätztheorie
Estimation theory
4
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Estimation
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Bollerslev, Tim
Li, Qi
9
Su, Liangjun
7
Gao, Jiti
6
Lan, Wei
6
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6
Ghysels, Eric
5
Hansen, Christian Bailey
5
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5
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4
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4
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4
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4
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4
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4
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4
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4
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4
Powell, James
4
Ruud, Paul Arthur
4
Tsai, Chih-Ling
4
Zhang, Xinyu
4
Baillie, Richard
3
Bauwens, Luc
3
Cai, Zongwu
3
Fan, Jianqing
3
Franses, Philip Hans
3
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3
Hall, Alastair R.
3
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3
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3
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3
Huber, Martin
3
Kong, Xinbing
3
Koop, Gary
3
Li, Degui
3
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3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of international money and finance
Journal of econometrics
5
Econometric reviews
2
Annales d'économie et de statistique
1
Journal of political economy
1
The journal of finance : the journal of the American Finance Association
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The review of economic studies
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The review of economics and statistics
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ECONIS (ZBW)
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1
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
2
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
3
Dan Nelson remembered
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 361-364
Persistent link: https://www.econbiz.de/10001190316
Saved in:
4
The long memory of the forward premium
Baillie, Richard
- In:
Journal of international money and finance
13
(
1994
)
5
,
pp. 565-571
Persistent link: https://www.econbiz.de/10001171001
Saved in:
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