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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial economics"
~person:"Bollerslev, Tim"
~subject:"Portfolio selection"
~subject:"Regressionsanalyse"
~subject:"Zeitreihenanalyse"
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United States
Portfolio selection
Regressionsanalyse
Zeitreihenanalyse
Estimation
7
Schätzung
7
Capital income
6
Kapitaleinkommen
6
Volatility
6
Volatilität
6
Börsenkurs
4
Risikoprämie
4
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CAPM
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Forecasting model
3
High-frequency data
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Prognoseverfahren
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Time series analysis
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Cross-sectional return variation
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Estimation theory
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Jumps
2
Return predictability
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Risiko
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Risk
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Schätztheorie
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1989-1991
1
1992-1993
1
Ankündigungseffekt
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Announcement effect
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Beta risk
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Betafaktor
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Capital market returns
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Deutsche Mark
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Downside risk
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Financial investment
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Großbritannien
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Jump betas
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1
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Article in journal
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Bollerslev, Tim
Moskowitz, Tobias J.
4
Lan, Wei
3
Lo, Andrew W.
3
Santa-Clara, Pedro
3
Tauchen, George Eugene
3
Timmermann, Allan
3
Ang, Andrew
2
Audrino, Francesco
2
Bai, Jennie
2
Bali, Turan G.
2
Bansal, Ravi
2
Booth, James R.
2
Campbell, John Y.
2
Cavaliere, Giuseppe
2
Cheung, Ying Lun
2
Enders, Walter
2
Engle, Robert F.
2
Franses, Philip Hans
2
Frazzini, Andrea
2
Gao, Jiti
2
Ghysels, Eric
2
Gonçalves, Andrei S.
2
Haldrup, Niels
2
Harvey, Andrew C.
2
Hong, Harrison G.
2
Jacobs, Kris
2
Kelly, Bryan T.
2
Kimmel, Robert
2
Koop, Gary
2
Koopman, Siem Jan
2
Lamont, Owen A.
2
Leybourne, Stephen James
2
Li, Guodong
2
Li, Jia
2
Li, Wai Keung
2
Lobato, Ignacio N.
2
Lucas, André
2
Malmendier, Ulrike
2
Marcellino, Massimiliano
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial economics
Journal of econometrics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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
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)
4
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1
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:
2
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:
3
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
4
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
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