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subject:"United States"
type_genre:"Article in journal"
~person:"Andersen, Torben"
~subject:"Impact assessment"
~subject:"Kapitaleinkommen"
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United States
Impact assessment
Kapitaleinkommen
Estimation
16
Schätzung
16
Volatility
13
Volatilität
13
Capital income
9
Forecasting model
6
Prognoseverfahren
6
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Andersen, Torben
Gupta, Rangan
103
Zaremba, Adam
59
Wohar, Mark E.
47
Gil-Alaña, Luis A.
41
Caporale, Guglielmo Maria
34
Bahmani-Oskooee, Mohsen
33
McMillan, David G.
33
Apergēs, Nikolaos
26
Bollerslev, Tim
26
Tiwari, Aviral Kumar
26
Balcilar, Mehmet
24
Narayan, Paresh Kumar
24
Pierdzioch, Christian
24
Bali, Turan G.
21
Wang, Yudong
20
Cakici, Nusret
19
Todorov, Viktor
19
Ma, Feng
18
Heckman, James J.
17
Zhang, Yaojie
17
Brooks, Robert
16
McAleer, Michael
16
Payne, James E.
16
Salisu, Afees A.
16
Xuan Vinh Vo
16
Bouri, Elie
15
Chiang, Thomas C.
15
Engle, Robert F.
15
Hsing, Yu
15
Kumar, Dilip
15
Sehgal, Sanjay
15
Belke, Ansgar
14
Bohl, Martin T.
14
Demirer, Rıza
14
Jawadi, Fredj
14
Long, Huaigang
14
Serletis, Apostolos
14
Hammoudeh, Shawkat
13
Lee, Chien-chiang
13
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Journal of econometrics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic inquiry : journal of the Western Economic Association International
1
International economic review
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
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ECONIS (ZBW)
13
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
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:
3
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:
4
The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10012262503
Saved in:
5
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:
6
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
7
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:
8
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
The American economic review
95
(
2005
)
2
,
pp. 398-404
Persistent link: https://www.econbiz.de/10003214098
Saved in:
9
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:
10
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1239-1284
Persistent link: https://www.econbiz.de/10001684993
Saved in:
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