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subject:"Kapitaleinkommen"
type_genre:"Hochschulschrift"
~person:"Bohl, Martin T."
~person:"Bollerslev, Tim"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Kapitaleinkommen
Estimation
54
Schätzung
54
Capital income
28
Volatility
28
Volatilität
28
Börsenkurs
24
Share price
24
Deutschland
18
Germany
18
USA
16
United States
16
Theorie
14
Theory
14
Time series analysis
11
Zeitreihenanalyse
11
Forecasting model
9
Prognoseverfahren
9
Risikoprämie
9
Risk premium
9
High-frequency data
8
Aktienmarkt
5
Estimation theory
5
Schätztheorie
5
Stochastic process
5
Stochastischer Prozess
5
Stock market
5
ARCH model
4
ARCH-Modell
4
CAPM
4
Deutsche Mark
4
Exchange rate
4
Großbritannien
4
Japan
4
Jumps
4
Kointegration
4
Market microstructure
4
Marktmikrostruktur
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
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Article
28
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Hochschulschrift
Aufsatz in Zeitschrift
Conference paper
Article in journal
28
Arbeitspapier
24
Working Paper
24
Graue Literatur
23
Non-commercial literature
23
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English
28
Author
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Bohl, Martin T.
Bollerslev, Tim
Zaremba, Adam
59
Gupta, Rangan
58
McMillan, David G.
31
Wohar, Mark E.
27
Narayan, Paresh Kumar
20
Pierdzioch, Christian
19
Cakici, Nusret
18
Tiwari, Aviral Kumar
18
Todorov, Viktor
18
Wang, Yudong
18
Ma, Feng
17
Bali, Turan G.
16
Zhang, Yaojie
16
Gil-Alaña, Luis A.
15
Kumar, Dilip
15
Sehgal, Sanjay
15
Bouri, Elie
14
Chiang, Thomas C.
14
Long, Huaigang
14
Balcilar, Mehmet
13
Demirer, Rıza
12
Umutlu, Mehmet
12
Brooks, Robert
11
Caporale, Guglielmo Maria
11
Jareño, Francisco
11
Tauchen, George Eugene
11
Xuan Vinh Vo
11
Apergēs, Nikolaos
10
Lee, Chien-chiang
10
Li, Bin
10
Salisu, Afees A.
10
Yang, Chunpeng
10
Yin, Libo
10
Zhou, Guofu
10
Andersen, Torben
9
Chiah, Mardy
9
Kim, Jae H.
9
McAleer, Michael
9
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Journal of econometrics
5
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
Journal of banking & finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Economic modelling
1
Global finance journal
1
International economic review
1
International review of financial analysis
1
International review of law and economics
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
Journal of international financial markets, institutions & money
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The review of financial studies
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ECONIS (ZBW)
28
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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
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:
7
The case for herding is stronger than you think
Bohl, Martin T.
;
Branger, Nicole
;
Trede, Mark
- In:
Journal of banking & finance
85
(
2017
),
pp. 30-40
Persistent link: https://www.econbiz.de/10011816847
Saved in:
8
Short selling constraints and stock returns volatility : empirical evidence from the German stock market
Bohl, Martin T.
;
Reher, Gerrit
;
Wilfling, Bernd
- In:
Economic modelling
58
(
2016
),
pp. 159-166
Persistent link: https://www.econbiz.de/10011647079
Saved in:
9
Momentum profits, market cycles, and rebounds : evidence from Germany
Bohl, Martin T.
;
Czaja, Marc-Gregor
;
Kaufmann, Philipp
- In:
The quarterly review of economics and finance : journal …
61
(
2016
),
pp. 139-159
Persistent link: https://www.econbiz.de/10011627527
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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