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subject:"United States"
type_genre:"Article in journal"
~person:"Andersen, Torben"
~person:"Bollerslev, Tim"
~subject:"Prognoseverfahren"
~type_genre:"Conference proceedings"
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Search: subject_exact:"Estimation"
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United States
Prognoseverfahren
Estimation
40
Schätzung
40
Volatility
30
Volatilität
30
Capital income
24
Kapitaleinkommen
24
Börsenkurs
16
Share price
16
Theorie
14
Theory
14
USA
14
Forecasting model
13
Time series analysis
13
Zeitreihenanalyse
13
High-frequency data
11
Risikoprämie
11
Risk premium
11
CAPM
8
Stochastic process
8
Stochastischer Prozess
8
Estimation theory
7
Schätztheorie
7
Market microstructure
6
Marktmikrostruktur
6
Risiko
6
Risk
6
Deutschland
5
Germany
5
Jumps
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Option pricing theory
5
Optionspreistheorie
5
Beta risk
4
Betafaktor
4
Deutsche Mark
4
Exchange rate
4
Japan
4
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Undetermined
8
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Article
25
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Article in journal
Conference proceedings
Aufsatz in Zeitschrift
25
Arbeitspapier
20
Graue Literatur
20
Non-commercial literature
20
Working Paper
20
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1
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English
25
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Andersen, Torben
Bollerslev, Tim
Gupta, Rangan
97
Bahmani-Oskooee, Mohsen
31
Gil-Alaña, Luis A.
31
Ma, Feng
31
Pierdzioch, Christian
30
Wohar, Mark E.
30
Caporale, Guglielmo Maria
26
Zaremba, Adam
26
McMillan, David G.
25
Wang, Yudong
24
Zhang, Yaojie
23
Balcilar, Mehmet
20
Narayan, Paresh Kumar
20
Moosa, Imad A.
19
Salisu, Afees A.
18
Marcellino, Massimiliano
16
Apergēs, Nikolaos
15
McAleer, Michael
15
Nonejad, Nima
15
Bali, Turan G.
14
Heckman, James J.
14
Hsing, Yu
14
Payne, James E.
14
Koopman, Siem Jan
13
Sarno, Lucio
13
Swanson, Norman R.
13
Wei, Yu
13
Cebula, Richard J.
12
Chang, Tsangyao
12
Jawadi, Fredj
12
Neumark, David
12
Bouri, Elie
11
Cheung, Yin-Wong
11
Franses, Philip Hans
11
Glaeser, Edward L.
11
Kilian, Lutz
11
Koop, Gary
11
Kumar, Dilip
11
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Journal of econometrics
6
Journal of financial economics
4
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
3
Economic inquiry : journal of the Western Economic Association International
1
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of financial markets
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The review of financial studies
1
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ECONIS (ZBW)
25
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25
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1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
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:
3
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:
4
Tail risk and return predictability for the Japanese equity market
Andersen, Torben
;
Todorov, Viktor
;
Ubukata, Masato
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 344-363
Persistent link: https://www.econbiz.de/10012619430
Saved in:
5
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:
6
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:
7
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
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 predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
10
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
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