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subject:"USA"
type_genre:"Arbeitspapier"
~person:"Bollerslev, Tim"
~subject:"Schätztheorie"
~subject:"Stochastischer Prozess"
~type_genre:"Collection of articles written by one author"
~type_genre:"Rezension"
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USA
Schätztheorie
Stochastischer Prozess
Estimation
21
Schätzung
21
United States
13
Volatility
11
Volatilität
11
Capital income
10
Kapitaleinkommen
10
Börsenkurs
8
Share price
8
Theorie
8
Theory
8
Risikoprämie
7
Risk premium
7
Forecasting model
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1990-2008
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Japan
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Portfolio selection
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Statistical distribution
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Statistische Verteilung
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Time series analysis
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Wirkungsanalyse
3
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3
Aktienindex
2
Exchange rate
2
Index futures
2
Index-Futures
2
Martingal
2
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2
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10
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13
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Arbeitspapier
Collection of articles written by one author
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17
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17
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13
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English
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Bollerslev, Tim
Gil-Alaña, Luis A.
55
Caporale, Guglielmo Maria
53
Heckman, James J.
53
Marcellino, Massimiliano
39
Pesaran, M. Hashem
38
McAleer, Michael
36
Gupta, Rangan
31
Hamermesh, Daniel S.
29
Gao, Jiti
27
Härdle, Wolfgang
25
Kilian, Lutz
25
Kapetanios, George
24
Koopman, Siem Jan
24
Hautsch, Nikolaus
22
Rubio-Ramírez, Juan Francisco
22
Schorfheide, Frank
22
Belke, Ansgar
21
Malley, James R.
21
Stulz, René M.
21
Timmermann, Allan
21
Angrist, Joshua D.
20
Belzil, Christian
20
Bloom, Nicholas
20
Christiano, Lawrence J.
20
Karanassou, Marika
20
Card, David E.
19
Clark, Todd E.
19
Linton, Oliver
19
Diebold, Francis X.
18
Eichenbaum, Martin S.
18
Glaeser, Edward L.
18
Huber, Florian
18
Miller, Stephen M.
18
Mumtaz, Haroon
18
Neumark, David
18
Autor, David H.
17
Blundell, Richard W.
17
Cai, Zongwu
17
Campbell, John Y.
17
Eickmeier, Sandra
17
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Rodney L. White Center for Financial Research
1
Université de Montréal / Département de sciences économiques
1
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Finance and economics discussion series
3
CREATES research paper
2
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2
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2
American Economic Review papers and proceedings
1
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1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
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ECONIS (ZBW)
13
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1
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559410
Saved in:
2
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406434
Saved in:
3
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
4
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
5
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Zhou, Hao
-
2007
Persistent link: https://www.econbiz.de/10003826928
Saved in:
6
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002634153
Saved in:
7
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002569521
Saved in:
8
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10003350610
Saved in:
9
Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
10
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
-
2001
Persistent link: https://www.econbiz.de/10001637889
Saved in:
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