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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Econometric reviews"
~isPartOf:"The review of economics and statistics"
~person:"Bollerslev, Tim"
~subject:"Sampling"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
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Stochastischer Prozess
Volatility
Sampling
Schätztheorie
Estimation theory
3
Theorie
2
Theory
2
Autocorrelation
1
Autokorrelation
1
Capital income
1
Exchange rate
1
Forecasting model
1
Kapitaleinkommen
1
Portfolio selection
1
Portfolio-Management
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Aufsatz in Zeitschrift
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Bollerslev, Tim
Baltagi, Badi H.
11
Dufour, Jean-Marie
6
Maasoumi, Esfandiar
6
McAleer, Michael
6
Ullah, Aman
6
Gao, Jiti
5
Hsiao, Cheng
5
Lee, Lung-fei
5
Li, Qi
5
Racine, Jeffrey
5
Teräsvirta, Timo
5
Godfrey, L. G.
4
Hall, Alastair R.
4
Kao, Chihwa
4
Kilian, Lutz
4
King, Maxwell L.
4
Kumbhakar, Subal
4
Linton, Oliver
4
Liu, Long
4
Liu, Xiaodong
4
Otsu, Taisuke
4
Perron, Pierre
4
Tu, Yundong
4
Wan, Alan T. K.
4
Ai, Chunrong
3
Bai, Jushan
3
Bao, Yong
3
Bera, Anil K.
3
Breitung, Jörg
3
Cai, Zongwu
3
Caner, Mehmet
3
Fan, Yanqin
3
Fiebig, Denzil G.
3
Golan, Amos
3
Guggenberger, Patrik
3
Hahn, Jinyong
3
Heckman, James J.
3
Hendry, David F.
3
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3
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Econometric reviews
The review of economics and statistics
Journal of econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Annales d'économie et de statistique
1
Journal of international money and finance
1
Journal of political economy
1
The journal of finance : the journal of the American Finance Association
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The review of economic studies
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ECONIS (ZBW)
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1
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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2
Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
Bollerslev, Tim
- In:
Econometric reviews
11
(
1992
)
2
,
pp. 143-172
Persistent link: https://www.econbiz.de/10001128478
Saved in:
3
Modelling the persistence of conditional variances
Engle, Robert F.
- In:
Econometric reviews
5
(
1986
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10001016525
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