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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Kapetanios, George"
~subject:"ARCH-Modell"
~subject:"Devisenmarkt"
~subject:"Noise Trading"
~subject:"Time series analysis"
~subject:"Zeitreihenanalyse"
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Volatility
ARCH-Modell
Devisenmarkt
Noise Trading
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Estimation theory
4
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4
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2
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Bollerslev, Tim
Kapetanios, George
Ghysels, Eric
4
Su, Liangjun
4
Franses, Philip Hans
3
Gao, Jiti
3
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2
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
5
Working paper
4
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2
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2
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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
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