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subject:"Portfolio-Management"
subject:"United States"
~language:"eng"
~person:"Bollerslev, Tim"
~person:"Bouveret, Antoine"
~person:"Boyd, Roy"
~person:"Calimani, Susanna"
~source:"econis"
~subject:"Environmental policy"
~subject:"Informal finance"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Übersichtsarbeit"
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Portfolio-Management
United States
Environmental policy
Informal finance
Schätztheorie
Theorie
63
Theory
63
USA
25
Volatility
21
Volatilität
21
Estimation
16
Schätzung
16
Forecasting model
13
Prognoseverfahren
13
Capital income
11
Kapitaleinkommen
11
Time series analysis
10
Zeitreihenanalyse
10
Exchange rate
9
Wechselkurs
9
Deutsche Mark
8
Allgemeines Gleichgewicht
7
Devisenmarkt
7
Estimation theory
7
Foreign exchange market
7
General equilibrium
7
Börsenkurs
6
CAPM
6
Share price
6
US dollar
6
US-Dollar
6
Welt
6
World
6
ARCH model
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ARCH-Modell
5
Risikoprämie
5
Risk premium
5
Deutschland
4
Germany
4
1992-1993
3
Air pollution
3
Currency derivative
3
Environmental economics
3
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Article
32
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Article in journal
Government document
Übersichtsarbeit
Aufsatz in Zeitschrift
32
Graue Literatur
16
Non-commercial literature
16
Arbeitspapier
13
Working Paper
13
Systematic review
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English
Author
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Bollerslev, Tim
Bouveret, Antoine
Boyd, Roy
Calimani, Susanna
Fabozzi, Frank J.
46
Gouriéroux, Christian
34
Phillips, Peter C. B.
34
Heckman, James J.
33
Andrews, Donald W. K.
32
Pesaran, M. Hashem
30
Korn, Ralf
29
Newey, Whitney K.
29
Wong, Wing Keung
28
Li, Qi
27
Baltagi, Badi H.
26
Escobar, Marcos
26
Chavas, Jean-Paul
25
Diebold, Francis X.
25
Jarrow, Robert A.
25
Li, Duan
25
McAleer, Michael
25
Engle, Robert F.
24
Lien, Da-hsiang Donald
23
Franses, Philip Hans
22
Lo, Andrew W.
22
Giles, David E. A.
21
Ohtani, Kazuhiro
21
Satchell, Stephen
21
Robert, Christian P.
20
Segerson, Kathleen
20
Zagst, Rudi
20
Christiano, Lawrence J.
19
Ferson, Wayne E.
19
Ghysels, Eric
19
Lee, Cheng F.
19
Levy, Haim
19
Prigent, Jean-Luc
19
Schwartz, Eduardo S.
19
Stock, James H.
19
Ullah, Aman
19
Campbell, John Y.
18
Fullerton, Don
18
Gupta, Rangan
18
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The journal of finance : the journal of the American Finance Association
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The review of economics and statistics
3
Environment & planning
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric reviews
1
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 econometrics
1
Journal of economic development
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
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 review of economic studies
1
The southern business & economic journal
1
Working paper / National Bureau of Economic Research, Inc.
1
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ECONIS (ZBW)
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1
Simulating fire sales in a system of banks and asset managers
Calimani, Susanna
;
Hałaj, Grzegorz
;
Żochowski, Dawid
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013461958
Saved in:
2
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
3
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
4
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:
5
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
6
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:
7
Realized return volatility, asset pricing, and risk management
Andersen, Torben
;
Bollerslev, Tim
- In:
NBER reporter online
(
2006/2007
)
3
,
pp. 7-10
Persistent link: https://www.econbiz.de/10011366975
Saved in:
8
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:
9
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:
10
High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
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