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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"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Government document"
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Portfolio-Management
United States
Environmental policy
Informal finance
Theorie
61
Theory
61
USA
24
Volatility
20
Volatilität
20
Estimation
16
Schätzung
16
Forecasting model
12
Prognoseverfahren
12
Capital income
11
Kapitaleinkommen
11
Exchange rate
9
Time series analysis
9
Wechselkurs
9
Zeitreihenanalyse
9
Deutsche Mark
8
Allgemeines Gleichgewicht
7
Devisenmarkt
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Estimation theory
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Foreign exchange market
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General equilibrium
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Schätztheorie
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US dollar
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US-Dollar
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Welt
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World
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Börsenkurs
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CAPM
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Risikoprämie
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Risk premium
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Share price
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ARCH model
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ARCH-Modell
4
Deutschland
4
Germany
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1992-1993
3
Air pollution
3
Currency derivative
3
Environmental economics
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Article
27
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Amtsdruckschrift
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Government document
Aufsatz in Zeitschrift
27
Graue Literatur
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Non-commercial literature
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11
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English
Author
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Bollerslev, Tim
Bouveret, Antoine
Boyd, Roy
Calimani, Susanna
Fabozzi, Frank J.
46
Korn, Ralf
29
Heckman, James J.
27
Wong, Wing Keung
27
Escobar, Marcos
26
Jarrow, Robert A.
25
Li, Duan
25
Chavas, Jean-Paul
23
Lo, Andrew W.
21
Zagst, Rudi
20
Ferson, Wayne E.
19
Prigent, Jean-Luc
19
Schwartz, Eduardo S.
19
Segerson, Kathleen
19
Fullerton, Don
18
Gupta, Rangan
18
Markowitz, Harry
18
Wang, Ruodu
18
Campbell, John Y.
17
Diebold, Francis X.
17
Engle, Robert F.
17
Forsyth, Peter A.
17
Fredriksson, Per
17
Gollier, Christian
17
Lee, Cheng F.
17
Levy, Haim
17
Lien, Da-hsiang Donald
17
Platen, Eckhard
17
Uri, Noel Dean
17
Wong, Hoi Ying
17
Zhou, Guofu
17
Acemoglu, Daron
16
Christiano, Lawrence J.
16
Glaeser, Edward L.
16
Hall, Robert Ernest
16
Lioui, Abraham
16
List, John A.
16
Longstaff, Francis A.
16
Post, Thierry
16
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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
Environment & planning
2
The review of economics and statistics
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 empirical finance
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
1
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ECONIS (ZBW)
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28
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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
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:
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