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subject:"Schätzung"
~person:"Bollerslev, Tim"
~person:"Brooks, Robert"
~person:"Pendakur, Krishna"
~source:"econis"
~subject:"Labour market discrimination"
~subject:"Schock"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Konferenzschrift"
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Schätzung
Labour market discrimination
Schock
Theorie
Estimation
73
Volatility
36
Volatilität
36
Capital income
29
Kapitaleinkommen
29
Theory
25
Börsenkurs
22
Share price
22
USA
16
United States
16
Time series analysis
14
Zeitreihenanalyse
14
Australia
12
Australien
12
ARCH model
11
ARCH-Modell
11
Estimation theory
11
Schätztheorie
11
Aktienmarkt
10
Forecasting model
10
Prognoseverfahren
10
Stock market
10
High-frequency data
9
Risikoprämie
9
Risk premium
9
CAPM
8
Exchange rate
8
Risiko
8
Risk
8
Wechselkurs
8
Beta risk
6
Betafaktor
6
Deutschland
6
Germany
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Spillover effect
6
Spillover-Effekt
6
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Undetermined
25
Free
2
Type of publication
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Article
73
Type of publication (narrower categories)
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Article in journal
Conference proceedings
Konferenzschrift
Aufsatz in Zeitschrift
73
Arbeitspapier
26
Working Paper
26
Graue Literatur
25
Non-commercial literature
25
Aufsatz im Buch
2
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2
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1
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English
73
Author
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Bollerslev, Tim
Brooks, Robert
Pendakur, Krishna
Gupta, Rangan
177
Bahmani-Oskooee, Mohsen
156
Gil-Alaña, Luis A.
129
Chang, Tsangyao
100
Caporale, Guglielmo Maria
93
Tiwari, Aviral Kumar
84
Wohar, Mark E.
80
Apergēs, Nikolaos
78
Narayan, Paresh Kumar
74
Belke, Ansgar
68
Lee, Chien-chiang
63
Zaremba, Adam
63
Kumbhakar, Subal
57
Shahbaz, Muhammad
56
Wagner, Joachim
56
Su, Chi-Wei
54
Pierdzioch, Christian
53
Balcilar, Mehmet
49
Egger, Peter
48
Herwartz, Helmut
47
Hsing, Yu
47
Moosa, Imad A.
47
Serletis, Apostolos
47
Xuan Vinh Vo
46
McMillan, David G.
44
Payne, James E.
43
Holmes, Mark J.
41
Hammoudeh, Shawkat
40
McAleer, Michael
39
Schneider, Friedrich
38
Tsionas, Efthymios G.
38
Afonso, António
37
Jalles, João Tovar
37
Kutan, Ali Mustafa
37
Pradhan, Rudra Prakash
37
Bouri, Elie
36
Ma, Feng
36
MacDonald, Ronald
36
Salisu, Afees A.
36
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Journal of econometrics
10
Applied financial economics
5
Journal of financial economics
5
Journal of applied econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical 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
International review of economics & finance : IREF
3
Journal of international financial markets, institutions & money
3
Advances in investment analysis and portfolio management : a research annual
2
Applied financial economics letters
2
Australian economic papers
2
International review of financial analysis
2
Pacific-Basin finance journal
2
The Canadian journal of economics
2
The journal of finance : the journal of the American Finance Association
2
Abacus : a journal of accounting, finance and business studies
1
Advances in futures and options research : a research annual
1
Applied economics letters
1
Australian journal of management
1
Economics letters
1
Global finance journal
1
International economic review
1
International journal of business
1
Journal of business finance & accounting : JBFA
1
Journal of economic dynamics & control
1
Journal of emerging market finance
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of financial management, markets and institutions
1
Journal of international money and finance
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Studies in economics and finance
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The journal of financial research
1
The review of economic studies
1
The review of financial studies
1
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ECONIS (ZBW)
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1
Risk analysis of pension fund investment choices
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
Abacus : a journal of accounting, finance and business …
59
(
2023
)
3
,
pp. 872-898
Persistent link: https://www.econbiz.de/10014443578
Saved in:
2
Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares
Botosaru, Irene
;
Muris, Chris
;
Pendakur, Krishna
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 576-597
Persistent link: https://www.econbiz.de/10014340641
Saved in:
3
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
4
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:
5
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:
6
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
7
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
8
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:
9
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:
10
Identification of random resource shares in collective households without preference similarity restrictions
Dunbar, Geoffrey R.
;
Lewbel, Arthur
;
Pendakur, Krishna
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 402-421
Persistent link: https://www.econbiz.de/10012499088
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