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subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~person:"Ghysels, Eric"
~subject:"Großbritannien"
~subject:"Volatilität"
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Kapitaleinkommen
Großbritannien
Volatilität
Estimation
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Ghysels, Eric
Todorov, Viktor
14
Bollerslev, Tim
8
Tauchen, George Eugene
7
Andersen, Torben
5
Kim, Donggyu
5
Li, Jia
5
Aït-Sahalia, Yacine
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Francq, Christian
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Xiu, Dacheng
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Zakoïan, Jean-Michel
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Fan, Jianqing
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McAleer, Michael
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Patton, Andrew J.
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Taylor, Robert
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Wang, Yazhen
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2
Asai, Manabu
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Bandi, Federico M.
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Barigozzi, Matteo
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Bibinger, Markus
2
Christensen, Kim
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Creal, Drew
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Ergemen, Yunus Emre
2
Gallo, Giampiero M.
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Grynkiv, Iaryna
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Hallin, Marc
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Harvey, Andrew C.
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Kong, Xin-Bing
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Li, Yingying
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Meddahi, Nour
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Polak, Pawel
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Journal of econometrics
Discussion paper / Centre for Economic Policy Research
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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NBER working paper series
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Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
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2
Predicting volatility: getting the most out of return data sampled at different frequencies
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 59-95
Persistent link: https://www.econbiz.de/10003298564
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