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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"CFS working paper series"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Bollerslev, Tim"
~person:"Koopman, Siem Jan"
~type_genre:"Aufsatz im Buch"
~type_genre:"Non-commercial literature"
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United States
Estimation
4
Schätzung
4
USA
4
Theorie
3
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3
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3
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3
Capital income
2
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Bollerslev, Tim
Koopman, Siem Jan
Hautsch, Nikolaus
6
Kräussl, Roman
5
Mittnik, Stefan
4
Andersen, Torben
3
Baumeister, Christiane
3
Haas, Markus
3
Kilian, Lutz
3
Paolella, Marc S.
3
Reitz, Stefan
3
Wieland, Volker
3
Adam, Klaus
2
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2
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2
Diebold, Francis X.
2
Kaltenhäuser, Bernd
2
Lucas, André
2
Malec, Peter
2
Meghir, Costas
2
Philipson, Tomas J.
2
Piskorski, Tomasz
2
Schienle, Melanie
2
Andonov, Aleksandar
1
Bannier, Christina E.
1
Bartram, Söhnke M.
1
Belzil, Christian
1
Berry, Steven
1
Billi, Roberto M.
1
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1
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1
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1
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1
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1
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1
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1
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1
Christoffersen, Peter F.
1
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1
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CFS working paper series
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Discussion paper / Tinbergen Institute
11
CREATES research paper
3
Finance and economics discussion series
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Oxford bulletin of economics and statistics
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2
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The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
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1
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:
2
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
3
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
4
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
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