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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~person:"Bollerslev, Tim"
~subject:"Forecasting model"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
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EU-Staaten
Forecasting model
Time series analysis
Volatility
Estimation
29
Schätzung
29
Volatilität
22
Capital income
18
Kapitaleinkommen
18
Theorie
12
Theory
12
Börsenkurs
11
Share price
11
USA
11
United States
11
Zeitreihenanalyse
10
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
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12
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24
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Übersichtsarbeit
Amtsdruckschrift
Aufsatz in Zeitschrift
Article in journal
24
Arbeitspapier
13
Working Paper
13
Graue Literatur
12
Non-commercial literature
12
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English
24
Author
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Bollerslev, Tim
Gupta, Rangan
107
Gil-Alaña, Luis A.
87
Caporale, Guglielmo Maria
55
Bahmani-Oskooee, Mohsen
49
Pierdzioch, Christian
38
McMillan, David G.
37
Tiwari, Aviral Kumar
37
Ma, Feng
35
Wohar, Mark E.
35
Balcilar, Mehmet
32
Narayan, Paresh Kumar
32
Zaremba, Adam
29
Xuan Vinh Vo
27
Bouri, Elie
26
Chang, Tsangyao
26
Belke, Ansgar
25
Todorov, Viktor
25
McAleer, Michael
24
Moosa, Imad A.
24
Wang, Yudong
24
Zhang, Yaojie
23
Herwartz, Helmut
21
Kumar, Dilip
21
Salisu, Afees A.
21
Kang, Sang Hoon
18
Koopman, Siem Jan
18
Lee, Chien-chiang
18
Mensi, Walid
18
Apergēs, Nikolaos
17
Döpke, Jörg
17
Nonejad, Nima
17
Sosvilla-Rivero, Simón
17
Brooks, Robert
16
Hegerty, Scott W.
16
Marcellino, Massimiliano
16
Rashid, Abdul
16
Wei, Yu
16
Österholm, Pär
16
Asai, Manabu
15
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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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
International economic review
1
Journal of applied econometrics
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 review of economic studies
1
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ECONIS (ZBW)
24
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1
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10
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24
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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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