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source:"econis"
subject:"Theorie"
~person:"Bajari, Patrick L."
~person:"Bollerslev, Tim"
~subject:"Investition"
~type_genre:"Article in journal"
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Theorie
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Estimation
33
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33
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Bajari, Patrick L.
Bollerslev, Tim
Gil-Alaña, Luis A.
36
Caporale, Guglielmo Maria
28
Kumbhakar, Subal
25
Serletis, Apostolos
25
Gupta, Rangan
22
Bahmani-Oskooee, Mohsen
20
Chang, Tsangyao
15
Moosa, Imad A.
15
Wohar, Mark E.
15
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13
MacDonald, Ronald
13
Peel, David
13
Apergēs, Nikolaos
12
Creedy, John
12
Fabozzi, Frank J.
12
Ghysels, Eric
12
Koopman, Siem Jan
12
Taylor, Mark P.
12
Tsionas, Efthymios G.
12
Tzavalis, Elias
12
Belke, Ansgar
11
Blundell, Richard W.
11
Chan, Joshua
11
Koop, Gary
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McAleer, Michael
11
Narayan, Paresh Kumar
11
Pesaran, M. Hashem
11
Phillips, Peter C. B.
11
Tiwari, Aviral Kumar
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10
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10
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10
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10
Chavas, Jean-Paul
10
Franses, Philip Hans
10
Herwartz, Helmut
10
Jawadi, Fredj
10
Lee, Chien-chiang
10
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The journal of finance : the journal of the American Finance Association
2
International economic review
1
Journal of applied econometrics
1
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1
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1
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Symposium on forecasting and empirical methods in macroeconomics and finance
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ECONIS (ZBW)
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14
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1
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
2
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
3
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
4
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
5
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
6
Linear regression estimation of discrete choice models with nonparametric distributions of random coefficients
Bajari, Patrick L.
;
Fox, Jeremy T.
;
Ryan, Stephen
- In:
The American economic review
97
(
2007
)
2
,
pp. 459-463
Persistent link: https://www.econbiz.de/10003502201
Saved in:
7
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
8
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
9
Deciding between competition and collusion
Bajari, Patrick L.
;
Ye, Lixin
- In:
The review of economics and statistics
85
(
2003
)
4
,
pp. 971-989
Persistent link: https://www.econbiz.de/10001832287
Saved in:
10
The forward premium anomaly is not as bad as you think
Baillie, Richard
;
Bollerslev, Tim
- In:
Journal of international money and finance
19
(
2000
)
4
,
pp. 471-488
Persistent link: https://www.econbiz.de/10001496571
Saved in:
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