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subject:"Unemployment"
type_genre:"Article in journal"
~person:"Bollerslev, Tim"
~subject:"High-frequency data"
~subject:"Kapitaleinkommen"
~subject:"Theorie"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Unemployment
High-frequency data
Kapitaleinkommen
Theorie
USA
Estimation
29
Schätzung
29
Volatility
22
Volatilität
22
Capital income
18
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Article in journal
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Bollerslev, Tim
Gupta, Rangan
110
Gil-Alaña, Luis A.
66
Zaremba, Adam
58
Caporale, Guglielmo Maria
50
Bahmani-Oskooee, Mohsen
49
Wohar, Mark E.
49
McMillan, David G.
36
Serletis, Apostolos
32
Narayan, Paresh Kumar
30
Tiwari, Aviral Kumar
30
Apergēs, Nikolaos
29
Kumbhakar, Subal
28
Pierdzioch, Christian
28
Balcilar, Mehmet
24
Chang, Tsangyao
24
McAleer, Michael
24
Todorov, Viktor
23
Brooks, Robert
22
Jawadi, Fredj
22
Bali, Turan G.
21
Belke, Ansgar
21
Hsing, Yu
20
Ma, Feng
20
Moosa, Imad A.
20
Wang, Yudong
20
Cakici, Nusret
19
Lee, Chien-chiang
19
Koopman, Siem Jan
18
Payne, James E.
18
Salisu, Afees A.
18
Zhang, Yaojie
18
Demirer, Rıza
17
Fabozzi, Frank J.
17
Blundell, Richard W.
16
Bouri, Elie
16
Chiang, Thomas C.
16
Faff, Robert W.
16
Ghysels, Eric
16
Heckman, James J.
16
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Journal of econometrics
8
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
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Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
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The review of economic studies
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ECONIS (ZBW)
29
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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
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
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:
7
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:
8
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:
9
Volume, volatility, and public news announcements
Bollerslev, Tim
;
Li, Jia
;
Xue, Yuan
- In:
The review of economic studies
85
(
2018
)
4/305
,
pp. 2005-2041
Persistent link: https://www.econbiz.de/10012263342
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
Saved in:
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