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subject:"United States"
type_genre:"Article in journal"
~person:"Bollerslev, Tim"
~source:"econis"
~subject:"Exchange rate"
~subject:"Prognoseverfahren"
~subject:"Volatility"
~type_genre:"Book review"
~type_genre:"Conference proceedings"
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United States
Exchange rate
Prognoseverfahren
Volatility
Estimation
29
Schätzung
29
Volatilität
22
Capital income
18
Kapitaleinkommen
18
Theorie
12
Theory
12
Börsenkurs
11
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11
USA
11
Time series analysis
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Estimation theory
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Risk
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Statistische Verteilung
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4
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3
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28
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19
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19
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Bollerslev, Tim
Gupta, Rangan
117
Bahmani-Oskooee, Mohsen
76
Wohar, Mark E.
46
Gil-Alaña, Luis A.
44
Caporale, Guglielmo Maria
41
Pierdzioch, Christian
39
Ma, Feng
33
McMillan, David G.
33
Balcilar, Mehmet
32
Zaremba, Adam
30
Narayan, Paresh Kumar
29
Hsing, Yu
28
Bouri, Elie
27
Tiwari, Aviral Kumar
27
Xuan Vinh Vo
27
McAleer, Michael
26
Todorov, Viktor
26
Apergēs, Nikolaos
25
Wang, Yudong
24
Salisu, Afees A.
23
Zhang, Yaojie
22
Kumar, Dilip
21
Moosa, Imad A.
20
Belke, Ansgar
19
MacDonald, Ronald
19
Serletis, Apostolos
19
Beckmann, Joscha
17
Brooks, Robert
17
Hegerty, Scott W.
17
Kang, Sang Hoon
17
Koopman, Siem Jan
17
Marcellino, Massimiliano
17
Mensi, Walid
17
Payne, James E.
17
Tauchen, George Eugene
17
Bali, Turan G.
16
Cheung, Yin-Wong
16
Jawadi, Fredj
16
Nonejad, Nima
16
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Journal of econometrics
8
Journal of financial economics
5
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 business & economic statistics : JBES ; a publication of the American Statistical Association
2
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
Journal of financial econometrics
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The review of economic studies
1
The review of financial studies
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ECONIS (ZBW)
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
8
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:
9
Volume, volatility, and public news announcements
Bollerslev, Tim
;
Li, Jia
;
Xue, Yuan
- In:
The review of economic studies
85
(
2018
)
4/305
,
pp. 2005-2041
Persistent link: https://www.econbiz.de/10012263342
Saved in:
10
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
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