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subject:"Capital income"
subject:"Japan"
~accessRights:"restricted"
~person:"Bollerslev, Tim"
~person:"Hamermesh, Daniel S."
~subject:"USA"
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Bollerslev, Tim
Hamermesh, Daniel S.
Gupta, Rangan
82
Zaremba, Adam
50
Wohar, Mark E.
25
Balcilar, Mehmet
21
Tiwari, Aviral Kumar
19
Wang, Yudong
18
Bahmani-Oskooee, Mohsen
17
Pierdzioch, Christian
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McMillan, David G.
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Salisu, Afees A.
15
Zhang, Yaojie
15
Bouri, Elie
14
Kelly, Bryan T.
14
Long, Huaigang
14
Marcellino, Massimiliano
14
Narayan, Paresh Kumar
14
Xuan Vinh Vo
14
Todorov, Viktor
13
Apergēs, Nikolaos
12
Cakici, Nusret
12
Demirer, Rıza
11
Gil-Alaña, Luis A.
11
Jawadi, Fredj
11
Sehgal, Sanjay
11
Timmermann, Allan
11
Yoon, Seong-min
11
Bali, Turan G.
10
Chiang, Thomas C.
10
Gambetti, Luca
10
Hammoudeh, Shawkat
10
Heckman, James J.
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Kumar, Dilip
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Nonejad, Nima
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6
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ECONIS (ZBW)
19
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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
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:
3
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:
4
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:
5
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:
6
Labor supply elasticities : overcoming nonclassical measurement error using more accurate hours data
Barrett, Garry F.
;
Hamermesh, Daniel S.
- In:
Journal of human resources : JHR
54
(
2019
)
1
,
pp. 255-265
Persistent link: https://www.econbiz.de/10011981147
Saved in:
7
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:
8
Non-work at work, unemployment and labor productivity
Burda, Michael C.
;
Genadek, Katie R.
;
Hamermesh, Daniel S.
-
2017
Persistent link: https://www.econbiz.de/10011708373
Saved in:
9
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:
10
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
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