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subject:"Arbeitslosigkeit"
subject:"Arbeitsuche"
~language:"eng"
~person:"Bollerslev, Tim"
~source:"econis"
~subject:"ARCH model"
~subject:"Business cycle"
~subject:"Deutschland"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book review"
~type_genre:"Konferenzbeitrag"
~type_genre:"Übersichtsarbeit"
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Arbeitslosigkeit
Arbeitsuche
ARCH model
Business cycle
Deutschland
Volatilität
Estimation
29
Schätzung
29
Volatility
22
Capital income
18
Kapitaleinkommen
18
Theorie
12
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
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
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Undetermined
12
Type of publication
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Article
24
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Book review
Konferenzbeitrag
Übersichtsarbeit
Article in journal
24
Arbeitspapier
15
Working Paper
15
Graue Literatur
14
Non-commercial literature
14
Aufsatz im Buch
1
Book section
1
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Language
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English
Author
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Bollerslev, Tim
Gupta, Rangan
72
Wagner, Joachim
48
Bahmani-Oskooee, Mohsen
43
Gil-Alaña, Luis A.
43
Pierdzioch, Christian
35
Caporale, Guglielmo Maria
32
Wohar, Mark E.
26
Ma, Feng
25
Balcilar, Mehmet
24
McAleer, Michael
24
Todorov, Viktor
24
Bouri, Elie
23
Apergēs, Nikolaos
22
Döpke, Jörg
22
Fritsch, Michael
21
Riphahn, Regina T.
21
Xuan Vinh Vo
21
Belke, Ansgar
20
Fitzenberger, Bernd
20
Kumar, Dilip
20
Schnabel, Claus
20
Tiwari, Aviral Kumar
20
Addison, John T.
18
Berg, Gerard J. van den
18
Buch, Claudia M.
18
Jalles, João Tovar
18
Chiang, Thomas C.
17
Kang, Sang Hoon
17
Brooks, Robert
16
Mensi, Walid
16
Yoon, Seong-min
16
Asai, Manabu
15
Bauer, Thomas K.
15
Bellmann, Lutz
15
Caliendo, Marco
15
Narayan, Paresh Kumar
15
Rashid, Abdul
15
Li, Jia
14
McMillan, David G.
14
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Published in...
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Journal of econometrics
8
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
3
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
1
Journal of financial econometrics
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
1
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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