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subject:"Börsenkurs"
subject:"Financial analysis"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Bollerslev, Tim"
~subject:"ARCH model"
~subject:"Großbritannien"
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Börsenkurs
Financial analysis
ARCH model
Großbritannien
Estimation
8
Schätzung
8
Volatility
8
Volatilität
8
Capital income
5
Kapitaleinkommen
5
High-frequency data
4
Time series analysis
4
Zeitreihenanalyse
4
Market microstructure
3
Marktmikrostruktur
3
Stochastic process
3
Stochastischer Prozess
3
ARCH-Modell
2
Estimation theory
2
Forecasting model
2
Microstructure noise
2
Nichtparametrisches Verfahren
2
Noise Trading
2
Noise trading
2
Nonparametric statistics
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Prognoseverfahren
2
Risiko
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Risk
2
Schätztheorie
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Share price
2
Statistical distribution
2
Statistische Verteilung
2
"Structural" factor GARCH
1
Aktienindex
1
Analysis of variance
1
Asymmetric dependence
1
Ausreißer
1
Beta risk
1
Betafaktor
1
CAPM
1
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Bollerslev, Tim
Todorov, Viktor
7
Li, Jia
5
Tauchen, George Eugene
5
Zakoïan, Jean-Michel
5
Blundell, Richard W.
4
Easaw, Joshy Z.
4
Francq, Christian
4
Gylfi Zoega
4
Kim, Donggyu
4
Smith, Peter N.
4
Davies, Hugh
3
Garratt, Dean
3
Harris, Richard D. F.
3
Mumford, Karen
3
Rombouts, Jeroen V. K.
3
Wang, Yazhen
3
Andersen, Torben
2
Andreou, Elena
2
Booth, Alison L.
2
Francesconi, Marco
2
Gravelle, Hugh
2
Harvey, Andrew C.
2
Jones, Andrew M.
2
Leslie, Derek G.
2
Paolella, Marc S.
2
Peronaci, Romana
2
Pesaran, M. Hashem
2
Philippopulos, Apostolēs
2
Polak, Pawel
2
Preston, Ian
2
Smith, Peter C.
2
Wall, Howard J.
2
Wickens, Michael R.
2
Xiu, Dacheng
2
Zhang, Congshan
2
Abbott, Andrew
1
Almeida-Santos, Filipe
1
Arnold, Simon P.
1
Atak, Alev
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Discussion papers in economics
Journal of econometrics
CREATES research paper
4
Journal of financial economics
3
ERID working paper
2
Finance and economics discussion series
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
NBER Working Paper
2
NBER working paper series
2
CFS working paper series
1
CREATES Research Paper
1
Handbook of economic forecasting ; 1
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
1
The review of financial studies
1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
1
Working paper / National Bureau of Economic Research, Inc.
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Working papers / Financial Institutions Center
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1
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:
2
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:
3
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
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