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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The review of economics and statistics"
~language:"eng"
~person:"Bollerslev, Tim"
~person:"Bouveret, Antoine"
~person:"Boyd, Roy"
~person:"Calimani, Susanna"
~source:"econis"
~subject:"Environmental policy"
~subject:"Informal finance"
~type_genre:"Article in journal"
~type_genre:"Government document"
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Portfolio-Management
United States
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Informal finance
Theorie
10
Theory
10
USA
6
Volatility
6
Volatilität
6
Capital income
4
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6
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Article in journal
Government document
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6
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English
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Bollerslev, Tim
Bouveret, Antoine
Boyd, Roy
Calimani, Susanna
Angrist, Joshua D.
5
Diebold, Francis X.
5
Heckman, James J.
5
Andersen, Torben
4
Imbens, Guido
4
Lewbel, Arthur
4
Nelson, Charles R.
4
Carroll, Chris
3
Chernozhukov, Victor
3
Christiano, Lawrence J.
3
Eichenbaum, Martin S.
3
Fernández-Val, Iván
3
Gouriéroux, Christian
3
Hotz, Vincent Joseph
3
Kim, Chang-jin
3
Newey, Whitney K.
3
Nijman, Theodore E.
3
Stock, James H.
3
Wright, Jonathan H.
3
Abadie, Alberto
2
Abel, Andrew B.
2
Baxter, Marianne
2
Bernardi, Mauro
2
Berry, Steven
2
Blundell, Richard W.
2
Bossaerts, Peter L.
2
Chavas, Jean-Paul
2
Conlon, Thomas
2
Cropper, Maureen L.
2
Eḳshṭain, Tsevi
2
Faust, Jon
2
Feenstra, Robert C.
2
Gallant, A. Ronald
2
Hahn, Jinyong
2
Haltiwanger, John C.
2
Hansen, Bruce E.
2
Holtz-Eakin, Douglas
2
Horst, Jenke R. ter
2
King, Robert G.
2
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of empirical finance
The review of economics and statistics
The journal of finance : the journal of the American Finance Association
4
Environment & planning
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics letters
1
Energy sources
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic development
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of regulatory economics
1
Journal of world trade : law, economic policy, public policy
1
NBER reporter online
1
Technical bulletin / United States Department of Agriculture, Economic Research Service
1
The southern business & economic journal
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ECONIS (ZBW)
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1
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
2
Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
Saved in:
3
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
4
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
5
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
6
Modelling the coherence in short-run nominal exchange rates : a multivariate generalized ARCH model
Bollerslev, Tim
- In:
The review of economics and statistics
72
(
1990
)
3
,
pp. 498-505
Persistent link: https://www.econbiz.de/10001093160
Saved in:
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