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subject:"Impact assessment"
~person:"Bollerslev, Tim"
~person:"Lalive, Rafael"
~person:"Pesaran, M. Hashem"
~subject:"Correlation"
~subject:"Kapitaleinkommen"
~type_genre:"Aufsatz in Zeitschrift"
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Impact assessment
Correlation
Kapitaleinkommen
Estimation
64
Schätzung
64
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24
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24
Theorie
23
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23
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20
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Aufsatz in Zeitschrift
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Bollerslev, Tim
Lalive, Rafael
Pesaran, M. Hashem
Gupta, Rangan
71
Zaremba, Adam
58
McMillan, David G.
32
Wohar, Mark E.
31
Tiwari, Aviral Kumar
26
Narayan, Paresh Kumar
24
Pierdzioch, Christian
22
Balcilar, Mehmet
18
Cakici, Nusret
18
Ma, Feng
18
Todorov, Viktor
18
Wang, Yudong
18
Apergēs, Nikolaos
16
Bali, Turan G.
16
Sehgal, Sanjay
16
Chiang, Thomas C.
15
Gil-Alaña, Luis A.
15
Kumar, Dilip
15
Zhang, Yaojie
15
Bouri, Elie
14
Lee, Chien-chiang
14
Long, Huaigang
14
Xuan Vinh Vo
14
Brooks, Robert
12
Caporale, Guglielmo Maria
12
Demirer, Rıza
12
Jareño, Francisco
12
Umutlu, Mehmet
12
Zhu, Huiming
12
Salisu, Afees A.
11
Tauchen, George Eugene
11
Westerlund, Joakim
11
Yoon, Seong-min
11
Andersen, Torben
10
Bohl, Martin T.
10
Jawadi, Fredj
10
Li, Bin
10
Yin, Libo
10
Zhou, Guofu
10
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Journal of econometrics
5
Journal of financial economics
5
Journal of applied econometrics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
The American economic review
2
The review of economic studies
2
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1
International economic review
1
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1
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ECONIS (ZBW)
28
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1
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
2
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:
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
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:
6
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
- In:
Journal of international money and finance
119
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013285015
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
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