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person:"Bollerslev, Tim"
~subject:"Autocorrelation"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Estimation theory
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Bollerslev, Tim
Lee, Lung-fei
28
Phillips, Peter C. B.
28
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24
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15
Pesaran, M. Hashem
15
Teräsvirta, Timo
15
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13
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13
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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
Tauchen, George Eugene
10
Allen, David E.
9
Andrews, Donald W. K.
9
Bauwens, Luc
9
Kelejian, Harry H.
9
Maheswaran, S.
9
Todorov, Viktor
9
Bailey, Natalia
8
Francq, Christian
8
Gao, Jiti
8
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8
Li, Jia
8
Okui, Ryo
8
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8
Wang, Hansheng
8
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7
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7
Jin, Sainan
7
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7
Lucas, André
7
Malec, Peter
7
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7
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7
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7
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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 frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.
;
Bollerslev, Tim
-
1999
Persistent link: https://www.econbiz.de/10001433207
Saved in:
4
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:
5
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:
6
Generalized autoregressive condtional heteroscedasticity
Bollerslev, Tim
-
1985
Persistent link: https://www.econbiz.de/10001933645
Saved in:
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