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subject:"Inflationssteuerung"
subject:"Monetary policy"
~person:"Bollerslev, Tim"
~subject:"Börsenkurs"
~subject:"Impact assessment"
~subject:"Kapitaleinkommen"
~type_genre:"Amtliche Publikation"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
~type_genre:"Forschungsbericht"
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Inflationssteuerung
Monetary policy
Börsenkurs
Impact assessment
Kapitaleinkommen
Estimation
29
Schätzung
29
Volatility
22
Volatilität
22
Capital income
18
Theorie
12
Theory
12
Share price
11
USA
11
United States
11
Time series analysis
10
Zeitreihenanalyse
10
Forecasting model
9
Prognoseverfahren
9
Risikoprämie
9
Risk premium
9
High-frequency data
8
Deutschland
5
Estimation theory
5
Germany
5
Schätztheorie
5
Stochastic process
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Stochastischer Prozess
5
CAPM
4
Deutsche Mark
4
Exchange rate
4
Jumps
4
Market microstructure
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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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Amtliche Publikation
Aufsatz in Zeitschrift
Case study
Forschungsbericht
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22
Arbeitspapier
15
Working Paper
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Graue Literatur
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English
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Bollerslev, Tim
Gupta, Rangan
94
Zaremba, Adam
58
Wohar, Mark E.
43
McMillan, David G.
36
Gil-Alaña, Luis A.
34
Narayan, Paresh Kumar
33
Tiwari, Aviral Kumar
32
Caporale, Guglielmo Maria
31
Pierdzioch, Christian
30
Balcilar, Mehmet
26
Ma, Feng
25
Todorov, Viktor
22
Apergēs, Nikolaos
21
Belke, Ansgar
21
Chiang, Thomas C.
21
Wang, Yudong
21
Bouri, Elie
20
Lee, Chien-chiang
20
Zhang, Yaojie
20
Cakici, Nusret
19
Xuan Vinh Vo
19
Bali, Turan G.
18
Kumar, Dilip
18
Salisu, Afees A.
18
Sehgal, Sanjay
18
Brooks, Robert
17
McAleer, Michael
17
Bohl, Martin T.
16
Demirer, Rıza
16
Jawadi, Fredj
15
Papadamou, Stephanos
15
Long, Huaigang
14
Serletis, Apostolos
14
Zhu, Huiming
14
Hsing, Yu
13
Tauchen, George Eugene
13
Andersen, Torben
12
Li, Bin
12
Nitschka, Thomas
12
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Journal of econometrics
6
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
2
International economic review
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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 journal of finance : the journal of the American Finance Association
1
The review of economic studies
1
The review of financial studies
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ECONIS (ZBW)
22
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1
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10
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22
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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
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:
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
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:
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
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:
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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