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subject:"United States"
type_genre:"Article in journal"
~person:"Bollerslev, Tim"
~subject:"Time series analysis"
~type_genre:"Amtliche Publikation"
~type_genre:"Forschungsbericht"
~type_genre:"Sammelwerk"
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United States
Time series analysis
Estimation
29
Schätzung
29
Volatility
22
Volatilität
22
Capital income
18
Kapitaleinkommen
18
Theorie
12
Theory
12
Börsenkurs
11
Share price
11
USA
11
Zeitreihenanalyse
10
Forecasting model
9
Prognoseverfahren
9
Risikoprämie
9
Risk premium
9
High-frequency data
8
Deutschland
5
Estimation theory
5
Germany
5
Schätztheorie
5
Stochastic process
5
Stochastischer Prozess
5
CAPM
4
Deutsche Mark
4
Exchange rate
4
Jumps
4
Market microstructure
4
Marktmikrostruktur
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Risiko
4
Risk
4
Statistical distribution
4
Statistische Verteilung
4
Wechselkurs
4
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3
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3
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Article
19
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Article in journal
Amtliche Publikation
Forschungsbericht
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Aufsatz in Zeitschrift
19
Arbeitspapier
15
Graue Literatur
15
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English
19
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Bollerslev, Tim
Gil-Alaña, Luis A.
93
Gupta, Rangan
72
Caporale, Guglielmo Maria
51
Bahmani-Oskooee, Mohsen
43
Tiwari, Aviral Kumar
30
Chang, Tsangyao
28
Wohar, Mark E.
27
Moosa, Imad A.
26
Balcilar, Mehmet
18
Koopman, Siem Jan
18
Miller, Stephen M.
16
McAleer, Michael
15
Payne, James E.
15
Serletis, Apostolos
15
Apergēs, Nikolaos
14
Heckman, James J.
14
Hsing, Yu
14
Salisu, Afees A.
14
Österholm, Pär
14
Koop, Gary
13
McMillan, David G.
13
Ramírez, Miguel D.
13
Swanson, Norman R.
13
Tauchen, George Eugene
13
Cebula, Richard J.
12
Chan, Joshua
12
Marcellino, Massimiliano
12
Narayan, Paresh Kumar
12
Neumark, David
12
Ranjbar, Omid
12
Sarno, Lucio
12
Todorov, Viktor
12
Diebold, Francis X.
11
Engle, Robert F.
11
Li, Jia
11
Weber, Enzo
11
Andersen, Torben
10
Bali, Turan G.
10
Cheung, Yin-Wong
10
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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
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 economics
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)
19
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1
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10
of
19
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date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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