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subject:"United States"
~person:"Bollerslev, Tim"
~subject:"Economic growth"
~subject:"Estimation theory"
~type:"article"
~type_genre:"Article"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Mikroform"
~type_genre:"Systematic review"
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United States
Economic growth
Estimation theory
Theorie
39
Theory
39
Volatility
21
Volatilität
21
USA
13
Estimation
12
Schätzung
12
Capital income
11
Kapitaleinkommen
11
Forecasting model
10
Prognoseverfahren
10
Exchange rate
9
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9
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8
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7
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1992-1993
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Aufsatz in Zeitschrift
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18
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18
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Bollerslev, Tim
Phillips, Peter C. B.
37
Heckman, James J.
33
Andrews, Donald W. K.
32
Newey, Whitney K.
30
Li, Qi
27
Pesaran, M. Hashem
26
Baltagi, Badi H.
25
Chavas, Jean-Paul
24
Gupta, Rangan
24
Turnovsky, Stephen J.
24
Afonso, Oscar
23
Franses, Philip Hans
23
Diebold, Francis X.
22
Acemoglu, Daron
21
Giles, David E. A.
21
McAleer, Michael
21
Ohtani, Kazuhiro
21
Stock, James H.
21
Engle, Robert F.
20
Ullah, Aman
20
Christiano, Lawrence J.
19
Chu, Angus C.
19
Krämer, Walter
19
Steel, Mark F. J.
19
Aghion, Philippe
18
Gouriéroux, Christian
18
Granger, C. W. J.
18
Horowitz, Joel
18
Kumbhakar, Subal
18
Lee, Lung-fei
18
Ghysels, Eric
17
Glaeser, Edward L.
17
Hahn, Jinyong
17
Hall, Robert Ernest
17
King, Maxwell L.
17
Robinson, Peter M.
17
Stengos, Thanasēs
17
Uri, Noel Dean
17
Batabyal, Amitrajeet A.
16
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The journal of finance : the journal of the American Finance Association
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 review of economics and statistics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric reviews
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
The review of economic studies
1
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ECONIS (ZBW)
18
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1
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10
of
18
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date (oldest first)
1
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:
2
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:
3
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:
4
Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
Saved in:
5
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:
6
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:
7
High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
Saved in:
8
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
9
Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
Saved in:
10
Order flow and the bid-ask spread : an empirical probability model of screen-based trading
Bollerslev, Tim
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1471-1491
Persistent link: https://www.econbiz.de/10001222036
Saved in:
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