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subject:"Unemployment"
type_genre:"Article in journal"
~person:"Bohl, Martin T."
~person:"Bollerslev, Tim"
~subject:"Capital income"
~type_genre:"Bibliografie enthalten"
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Unemployment
Capital income
Estimation
54
Schätzung
54
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28
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28
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28
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24
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Bohl, Martin T.
Bollerslev, Tim
Gupta, Rangan
61
Zaremba, Adam
59
McMillan, David G.
31
Gil-Alaña, Luis A.
28
Wohar, Mark E.
27
Narayan, Paresh Kumar
20
Pierdzioch, Christian
20
Tiwari, Aviral Kumar
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Wang, Yudong
20
Cakici, Nusret
18
Todorov, Viktor
18
Zhang, Yaojie
18
Ma, Feng
17
Bali, Turan G.
16
Kumar, Dilip
15
Sehgal, Sanjay
15
Apergēs, Nikolaos
14
Bouri, Elie
14
Chiang, Thomas C.
14
Long, Huaigang
14
Balcilar, Mehmet
13
Caporale, Guglielmo Maria
13
Demirer, Rıza
12
Jareño, Francisco
12
Umutlu, Mehmet
12
Brooks, Robert
11
Ours, Jan C. van
11
Salisu, Afees A.
11
Tauchen, George Eugene
11
Xuan Vinh Vo
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Jawadi, Fredj
10
Lee, Chien-chiang
10
Li, Bin
10
Umar, Zaghum
10
Yang, Chunpeng
10
Yin, Libo
10
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10
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Journal of econometrics
5
Journal of financial economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of banking & finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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ECONIS (ZBW)
28
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1
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:
2
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:
3
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:
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
The case for herding is stronger than you think
Bohl, Martin T.
;
Branger, Nicole
;
Trede, Mark
- In:
Journal of banking & finance
85
(
2017
),
pp. 30-40
Persistent link: https://www.econbiz.de/10011816847
Saved in:
8
Momentum profits, market cycles, and rebounds : evidence from Germany
Bohl, Martin T.
;
Czaja, Marc-Gregor
;
Kaufmann, Philipp
- In:
The quarterly review of economics and finance : journal …
61
(
2016
),
pp. 139-159
Persistent link: https://www.econbiz.de/10011627527
Saved in:
9
Short selling constraints and stock returns volatility : empirical evidence from the German stock market
Bohl, Martin T.
;
Reher, Gerrit
;
Wilfling, Bernd
- In:
Economic modelling
58
(
2016
),
pp. 159-166
Persistent link: https://www.econbiz.de/10011647079
Saved in:
10
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
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