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subject:"Unemployment"
type_genre:"Article in journal"
~person:"Bollerslev, Tim"
~subject:"Kapitaleinkommen"
~subject:"Theorie"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Unemployment
Kapitaleinkommen
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29
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22
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Bollerslev, Tim
Gupta, Rangan
110
Gil-Alaña, Luis A.
65
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
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29
Kumbhakar, Subal
28
Pierdzioch, Christian
28
Balcilar, Mehmet
24
McAleer, Michael
24
Brooks, Robert
22
Chang, Tsangyao
22
Jawadi, Fredj
22
Bali, Turan G.
21
Belke, Ansgar
21
Hsing, Yu
20
Moosa, Imad A.
20
Todorov, Viktor
20
Cakici, Nusret
19
Lee, Chien-chiang
19
Ma, Feng
19
Wang, Yudong
19
Koopman, Siem Jan
18
Salisu, Afees A.
18
Demirer, Rıza
17
Fabozzi, Frank J.
17
Payne, James E.
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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16
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Journal of econometrics
6
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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
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2
International economic review
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ECONIS (ZBW)
26
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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 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:
3
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:
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
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:
8
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:
9
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:
10
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
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