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subject:"Unemployment"
type_genre:"Article in journal"
~person:"Bollerslev, Tim"
~subject:"Forecasting model"
~subject:"Kapitaleinkommen"
~subject:"Theorie"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Unemployment
Forecasting model
Kapitaleinkommen
Theorie
USA
Estimation
29
Schätzung
29
Volatility
22
Volatilität
22
Capital income
18
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12
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11
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11
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11
Time series analysis
10
Zeitreihenanalyse
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4
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3
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27
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Article in journal
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20
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Bollerslev, Tim
Gupta, Rangan
123
Gil-Alaña, Luis A.
66
Zaremba, Adam
58
Caporale, Guglielmo Maria
51
Bahmani-Oskooee, Mohsen
49
Wohar, Mark E.
49
McMillan, David G.
39
Pierdzioch, Christian
36
Ma, Feng
33
Narayan, Paresh Kumar
33
Serletis, Apostolos
32
Tiwari, Aviral Kumar
31
Apergēs, Nikolaos
30
Kumbhakar, Subal
28
Balcilar, Mehmet
27
McAleer, Michael
26
Moosa, Imad A.
26
Chang, Tsangyao
24
Wang, Yudong
24
Zhang, Yaojie
23
Brooks, Robert
22
Jawadi, Fredj
22
Lee, Chien-chiang
22
Bali, Turan G.
21
Belke, Ansgar
21
Salisu, Afees A.
21
Todorov, Viktor
21
Hsing, Yu
20
Koopman, Siem Jan
20
Cakici, Nusret
19
Demirer, Rıza
19
MacDonald, Ronald
19
Bouri, Elie
18
Ghysels, Eric
18
Payne, James E.
18
Fabozzi, Frank J.
17
Kumar, Dilip
17
Marcellino, Massimiliano
17
Pesaran, M. Hashem
17
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Journal of econometrics
7
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
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The journal of finance : the journal of the American Finance Association
2
International economic review
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of international money and finance
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The review of financial studies
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ECONIS (ZBW)
27
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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
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:
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
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
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:
6
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:
7
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:
8
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:
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 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:
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