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person:"Bollerslev, Tim"
~subject:"Autocorrelation"
~subject:"Prognoseverfahren"
~subject:"Share price"
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Bollerslev, Tim
Phillips, Peter C. B.
38
Swanson, Norman R.
32
Lee, Lung-fei
28
Kapetanios, George
27
Koopman, Siem Jan
24
Sun, Yixiao
24
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23
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19
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19
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18
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18
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17
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16
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15
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15
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14
Gao, Jiti
14
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14
Kumar, Dilip
14
Zakoïan, Jean-Michel
14
Diebold, Francis X.
13
Rossi, Barbara
13
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12
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12
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11
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11
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11
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11
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11
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11
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11
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10
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10
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10
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10
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10
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10
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ECONIS (ZBW)
7
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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
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:
4
High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.
;
Bollerslev, Tim
-
1999
Persistent link: https://www.econbiz.de/10001433207
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
Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
Persistent link: https://www.econbiz.de/10000896214
Saved in:
7
Generalized autoregressive condtional heteroscedasticity
Bollerslev, Tim
-
1985
Persistent link: https://www.econbiz.de/10001933645
Saved in:
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