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subject:"Purchasing power parity"
subject:"World"
~person:"Bollerslev, Tim"
~subject:"EU-Staaten"
~subject:"Forecasting model"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Purchasing power parity
World
EU-Staaten
Forecasting model
Time series analysis
Estimation
29
Schätzung
29
Volatility
22
Volatilität
22
Capital income
18
Kapitaleinkommen
18
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12
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12
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11
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11
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8
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Estimation theory
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Nonparametric statistics
4
Risiko
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Risk
4
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4
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3
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Bollerslev, Tim
Gupta, Rangan
104
Gil-Alaña, Luis A.
91
Chang, Tsangyao
72
Caporale, Guglielmo Maria
56
Bahmani-Oskooee, Mohsen
55
Zaremba, Adam
37
Pierdzioch, Christian
36
Wohar, Mark E.
34
Ma, Feng
33
Tiwari, Aviral Kumar
33
McMillan, David G.
31
Narayan, Paresh Kumar
30
Balcilar, Mehmet
29
Belke, Ansgar
29
MacDonald, Ronald
29
Su, Chi-Wei
28
Wang, Yudong
28
Moosa, Imad A.
27
Lee, Chien-chiang
26
Apergēs, Nikolaos
24
Salisu, Afees A.
24
Zhang, Yaojie
24
Herwartz, Helmut
23
Shahbaz, Muhammad
23
Xuan Vinh Vo
23
Schneider, Friedrich
22
Bouri, Elie
21
Hammoudeh, Shawkat
21
Sosvilla-Rivero, Simón
20
Westerlund, Joakim
20
Marcellino, Massimiliano
18
Kutan, Ali Mustafa
17
Nonejad, Nima
17
Pesaran, M. Hashem
17
Pradhan, Rudra Prakash
17
Baharumshah, Ahmad Zubaidi
16
Koopman, Siem Jan
16
Kumar, Dilip
16
McAleer, Michael
16
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Journal of econometrics
5
Journal of financial economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International economic review
1
Journal of applied econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of international money and finance
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ECONIS (ZBW)
16
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16
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1
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:
2
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
3
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
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
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
Saved in:
8
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
9
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
10
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:
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