//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
source:"econis"
subject:"Theorie"
~person:"Bollerslev, Tim"
~subject:"Impact assessment"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Systematic review"
~type_genre:"Textbook"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Impact assessment
Estimation
29
Schätzung
29
Volatility
22
Volatilität
22
Capital income
18
Kapitaleinkommen
18
Theory
12
Börsenkurs
11
Share price
11
USA
11
United States
11
Time series analysis
10
Zeitreihenanalyse
10
Forecasting model
9
Prognoseverfahren
9
Risikoprämie
9
Risk premium
9
High-frequency data
8
Deutschland
5
Estimation theory
5
Germany
5
Schätztheorie
5
Stochastic process
5
Stochastischer Prozess
5
CAPM
4
Deutsche Mark
4
Exchange rate
4
Jumps
4
Market microstructure
4
Marktmikrostruktur
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Risiko
4
Risk
4
Statistical distribution
4
Statistische Verteilung
4
Wechselkurs
4
Beta risk
3
Betafaktor
3
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Forschungsbericht
Systematic review
Textbook
Article in journal
14
Arbeitspapier
11
Working Paper
11
Graue Literatur
10
Non-commercial literature
10
Language
All
English
14
Author
All
Bollerslev, Tim
Gil-Alaña, Luis A.
36
Gupta, Rangan
33
Caporale, Guglielmo Maria
31
Serletis, Apostolos
27
Kumbhakar, Subal
25
Bahmani-Oskooee, Mohsen
19
Wohar, Mark E.
19
Apergēs, Nikolaos
18
Moosa, Imad A.
16
Chang, Tsangyao
15
Narayan, Paresh Kumar
14
Pesaran, M. Hashem
14
Taylor, Mark P.
14
Engsted, Tom
13
Ghysels, Eric
13
Peel, David
13
Tiwari, Aviral Kumar
13
Creedy, John
12
Fabozzi, Frank J.
12
Heckman, James J.
12
Koopman, Siem Jan
12
Lee, Chien-chiang
12
MacDonald, Ronald
12
Tsionas, Efthymios G.
12
Tzavalis, Elias
12
Afonso, António
11
Belke, Ansgar
11
Blundell, Richard W.
11
Chan, Joshua
11
Engle, Robert F.
11
Hautsch, Nikolaus
11
Hsing, Yu
11
Jalles, João Tovar
11
Koop, Gary
11
Marcellino, Massimiliano
11
McAleer, Michael
11
Mumtaz, Haroon
11
Phillips, Peter C. B.
11
Pierdzioch, Christian
11
more ...
less ...
Published in...
All
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volume, volatility, and public news announcements
Bollerslev, Tim
;
Li, Jia
;
Xue, Yuan
- In:
The review of economic studies
85
(
2018
)
4/305
,
pp. 2005-2041
Persistent link: https://www.econbiz.de/10012263342
Saved in:
2
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:
3
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:
4
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:
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
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:
7
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
The American economic review
95
(
2005
)
2
,
pp. 398-404
Persistent link: https://www.econbiz.de/10003214098
Saved in:
8
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:
9
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:
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->