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source:"econis"
subject:"Theorie"
~person:"Bollerslev, Tim"
~person:"Wohar, Mark E."
~subject:"Prognoseverfahren"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
109
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45
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45
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42
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Bollerslev, Tim
Wohar, Mark E.
Gupta, Rangan
101
Gil-Alaña, Luis A.
49
Zaremba, Adam
46
Caporale, Guglielmo Maria
41
Pierdzioch, Christian
40
Narayan, Paresh Kumar
39
McMillan, David G.
36
Ma, Feng
32
Tiwari, Aviral Kumar
32
Balcilar, Mehmet
27
Serletis, Apostolos
26
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25
McAleer, Michael
25
Wang, Yudong
25
Zhang, Yaojie
24
Lee, Chien-chiang
23
Moosa, Imad A.
23
Salisu, Afees A.
22
Apergēs, Nikolaos
21
Todorov, Viktor
21
Bahmani-Oskooee, Mohsen
20
Jawadi, Fredj
20
Chiang, Thomas C.
19
Westerlund, Joakim
18
Brooks, Robert
17
Chang, Tsangyao
17
Ghysels, Eric
17
Bouri, Elie
16
Kumar, Dilip
16
MacDonald, Ronald
16
Bali, Turan G.
15
Demirer, Rıza
15
Engsted, Tom
15
Hsing, Yu
15
Koopman, Siem Jan
15
Nonejad, Nima
15
Pesaran, M. Hashem
15
Shi, Yanlin
15
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International review of economics & finance : IREF
5
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4
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3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Finance research letters
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1
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
2
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:
3
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:
4
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
Saved in:
5
Day-of-the-week effect and spread determinants : some international evidence from equity markets
Gillas, Konstantinos Gkillas
;
Vortelinos, Dimitrios I.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 268-288
Persistent link: https://www.econbiz.de/10012627781
Saved in:
6
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
7
Political uncertainty, COVID-19 pandemic and stock market volatility transmission
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803182
Saved in:
8
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:
9
The role of real estate uncertainty in predicting US home sales growth : evidence from a quantiles-based Bayesian model averaging approach
Çepni, Oğuzhan
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Applied economics
52
(
2020
)
5
,
pp. 528-536
Persistent link: https://www.econbiz.de/10012197432
Saved in:
10
The effect of global and regional stock market shocks on safe haven assets
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Structural change and economic dynamics : SC+ED
54
(
2020
),
pp. 297-308
Persistent link: https://www.econbiz.de/10012499705
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