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subject:"United States"
type_genre:"Article in journal"
~person:"Berger, Tino"
~person:"Bollerslev, Tim"
~subject:"Estimation theory"
~type_genre:"Bibliography included"
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United States
Estimation theory
Estimation
41
Schätzung
41
Volatility
25
Volatilität
25
Capital income
18
Kapitaleinkommen
18
Theorie
17
Theory
17
Time series analysis
13
USA
13
Zeitreihenanalyse
13
Börsenkurs
11
Share price
11
Forecasting model
10
Prognoseverfahren
10
Risikoprämie
9
Risk premium
9
High-frequency data
8
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Stochastic process
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Stochastischer Prozess
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Exchange rate
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Wechselkurs
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Deutschland
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Germany
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Schätztheorie
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ARCH model
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ARCH-Modell
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CAPM
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Deutsche Mark
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Jumps
4
Market microstructure
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Marktmikrostruktur
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Statistical distribution
4
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Article
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Article in journal
Bibliography included
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Graue Literatur
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English
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Berger, Tino
Bollerslev, Tim
Gupta, Rangan
52
Bahmani-Oskooee, Mohsen
31
Gil-Alaña, Luis A.
31
Caporale, Guglielmo Maria
27
Wohar, Mark E.
24
Kumbhakar, Subal
18
Heckman, James J.
15
Apergēs, Nikolaos
14
Tauchen, George Eugene
14
Hsing, Yu
13
Payne, James E.
13
Balcilar, Mehmet
12
Blundell, Richard W.
12
Cebula, Richard J.
12
Cheung, Yin-Wong
12
Gao, Jiti
12
Koop, Gary
12
Neumark, David
12
Pesaran, M. Hashem
12
Phillips, Peter C. B.
12
Sarno, Lucio
12
Su, Liangjun
12
Todorov, Viktor
12
Serletis, Apostolos
11
Tiwari, Aviral Kumar
11
Tsionas, Efthymios G.
11
Baltagi, Badi H.
10
Belke, Ansgar
10
Chang, Tsangyao
10
Diebold, Francis X.
10
Engle, Robert F.
10
Glaeser, Edward L.
10
Hamermesh, Daniel S.
10
Hess, Gregory D.
10
Koopman, Siem Jan
10
Linton, Oliver
10
McAleer, Michael
10
Miller, Stephen M.
10
Schorfheide, Frank
10
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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
3
Journal of econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
The journal of finance : the journal of the American Finance Association
2
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
The American economic review
1
The review of financial studies
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ECONIS (ZBW)
16
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1
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10
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16
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1
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
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
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
4
Testing for time variation in an unobserved components model for the U.S. economy
Berger, Tino
;
Everaert, Gerdie
;
Vierke, Hauke
- In:
Journal of economic dynamics & control
69
(
2016
),
pp. 179-208
Persistent link: https://www.econbiz.de/10011708530
Saved in:
5
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:
6
Taylor rules and the Canadian–US equilibrium exchange rate
Berger, Tino
;
Kempa, Bernd
- In:
Journal of international money and finance
31
(
2012
)
5
,
pp. 1060-1075
Persistent link: https://www.econbiz.de/10009671976
Saved in:
7
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:
8
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
9
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
Saved in:
10
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:
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