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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Bollerslev, Tim"
~person:"Hendry, David F."
~person:"Härdle, Wolfgang"
~person:"Stambaugh, Robert F."
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Capital income
Zeitreihenanalyse
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Bollerslev, Tim
Hendry, David F.
Härdle, Wolfgang
Stambaugh, Robert F.
Phillips, Peter C. B.
12
White, Halbert
4
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3
Hong, Yongmiao
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
SFB 649 discussion paper
24
Working paper / National Bureau of Economic Research, Inc.
14
NBER working paper series
13
NBER Working Paper
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
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7
Universitext
7
Department of Economics discussion paper series / University of Oxford
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International journal of forecasting
6
Journal of econometrics
6
Rodney L. White Center for Financial Research
5
ERID working paper
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Economic Research Initiatives at Duke (ERID) Working Paper
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The journal of finance : the journal of the American Finance Association
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International statistical review : a journal of the International Statistical Institute and its associations
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A Century of economics : 100 years of the Royal Economic Society and the Economic Journal
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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:
2
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
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3
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:
4
Common persistence in conditional variances
Bollerslev, Tim
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10001139697
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