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subject:"United States"
type_genre:"Article in journal"
~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
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Schätzung
3
Theorie
3
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USA
3
Volatility
3
Volatilität
3
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2
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Article in journal
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Bollerslev, Tim
Koopman, Siem Jan
Andersen, Torben
2
Meghir, Costas
2
Philipson, Tomas J.
2
Baumeister, Christiane
1
Belzil, Christian
1
Berry, Steven
1
Caballero, Ricardo J.
1
Card, David E.
1
Chamberlain, Gary
1
Cunha, Flávio
1
Dahl, Gordon B.
1
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1
Diebold, Francis X.
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
Hedges, Larry V.
1
Hendel, Igal
1
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1
Imbens, Guido
1
Kennan, John
1
Koijen, Ralph S. J.
1
Kortum, Samuel
1
Labys, Paul
1
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1
Levinsohn, James Alan
1
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1
Luttmer, Erzo Gerrit Jan
1
Manski, Charles F.
1
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1
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1
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1
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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
2
The journal of finance : the journal of the American Finance Association
2
Working paper / National Bureau of Economic Research, Inc.
2
Working papers / Financial Institutions Center
2
American Economic Review papers and proceedings
1
CFS working paper series
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CPB discussion paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
DNB working paper
1
ERID working paper
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Economics letters
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Nonlinear time series analysis of business cycles
1
The American economic review
1
The review of economics and statistics
1
The review of financial studies
1
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
1
Working paper series / European Central Bank
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Working papers / Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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1
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:
2
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:
3
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
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