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source:"econis"
subject:"Kapitaleinkommen"
~person:"Bollerslev, Tim"
~subject:"ARCH-Modell"
~subject:"Cointegration"
~subject:"Panel study"
~type_genre:"Article in journal"
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Kapitaleinkommen
ARCH-Modell
Cointegration
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Estimation
29
Schätzung
29
Volatility
22
Volatilität
22
Capital income
18
Theorie
12
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Bollerslev, Tim
Gupta, Rangan
88
Gil-Alaña, Luis A.
66
Zaremba, Adam
59
Bahmani-Oskooee, Mohsen
56
Chang, Tsangyao
47
Caporale, Guglielmo Maria
44
Tiwari, Aviral Kumar
44
Narayan, Paresh Kumar
42
Wohar, Mark E.
39
Lee, Chien-chiang
37
McMillan, David G.
37
Apergēs, Nikolaos
34
Ma, Feng
31
Shahbaz, Muhammad
29
Westerlund, Joakim
28
Balcilar, Mehmet
26
Sehgal, Sanjay
24
Belke, Ansgar
23
Wang, Yudong
22
Bouri, Elie
21
Holmes, Mark J.
21
Kumar, Dilip
21
Pradhan, Rudra Prakash
21
Afonso, António
20
Baltagi, Badi H.
20
Jawadi, Fredj
20
Panagiōtidēs, Theodōros
20
Zhang, Yaojie
20
Hook, Law Siong
19
Jalles, João Tovar
19
McAleer, Michael
19
Pierdzioch, Christian
19
Salisu, Afees A.
19
Xuan Vinh Vo
19
Bali, Turan G.
18
Beckmann, Joscha
18
Cakici, Nusret
18
Herwartz, Helmut
18
Todorov, Viktor
18
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Journal of econometrics
5
Journal of financial economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
International economic review
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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18
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
3
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
4
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:
5
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
6
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:
7
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
8
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
9
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
10
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
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