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person:"Bollerslev, Tim"
subject:"Volatility"
~language:"eng"
~subject:"Estimation"
~subject:"Time series analysis"
~subject:"USA"
~type_genre:"Article in journal"
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Bollerslev, Tim
Phillips, Peter C. B.
34
Linton, Oliver
25
Gao, Jiti
21
Leybourne, Stephen James
18
Baltagi, Badi H.
17
Kumbhakar, Subal
17
Li, Qi
17
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17
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16
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16
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16
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16
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16
Baillie, Richard
15
Maheswaran, S.
15
Su, Liangjun
15
Tauchen, George Eugene
15
Hassler, Uwe
14
Kapetanios, George
14
Koop, Gary
14
Westerlund, Joakim
14
Chambers, Marcus J.
13
Ghysels, Eric
13
McAleer, Michael
13
Perron, Pierre
13
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13
Francq, Christian
12
Hsiao, Cheng
12
Li, Jia
12
Todorov, Viktor
12
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12
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11
Koopman, Siem Jan
11
Lesage, James P.
11
Robinson, Peter M.
11
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11
Zakoïan, Jean-Michel
11
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11
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10
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Journal of econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
1
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
Saved in:
6
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:
7
Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 3-30
Persistent link: https://www.econbiz.de/10001755335
Saved in:
8
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
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