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subject:"Volatilität"
~person:"Bali, Turan G."
~person:"Bollerslev, Tim"
~subject:"Statistische Verteilung"
~subject:"Time series analysis"
~type:"article"
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Volatilität
Statistische Verteilung
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Estimation
53
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35
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35
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Bali, Turan G.
Bollerslev, Tim
Gil-Alaña, Luis A.
86
Gupta, Rangan
83
Bahmani-Oskooee, Mohsen
47
Caporale, Guglielmo Maria
47
Tiwari, Aviral Kumar
37
Pierdzioch, Christian
27
Ma, Feng
26
Wohar, Mark E.
26
Todorov, Viktor
25
Chang, Tsangyao
24
McAleer, Michael
24
Balcilar, Mehmet
23
Bouri, Elie
23
Xuan Vinh Vo
22
Moosa, Imad A.
21
Narayan, Paresh Kumar
21
Kumar, Dilip
20
McMillan, David G.
20
Koopman, Siem Jan
19
Kang, Sang Hoon
18
Mensi, Walid
18
Asai, Manabu
16
Brooks, Robert
16
Lee, Chien-chiang
16
Rashid, Abdul
16
Wang, Yudong
16
Yoon, Seong-min
16
Caporin, Massimiliano
15
Hegerty, Scott W.
15
Herwartz, Helmut
15
Salisu, Afees A.
15
Tauchen, George Eugene
15
Hammoudeh, Shawkat
14
Li, Jia
14
Miller, Stephen M.
14
Nonejad, Nima
14
Wei, Yu
14
Andersen, Torben
13
Apergēs, Nikolaos
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Journal of econometrics
8
Journal of financial economics
6
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
Journal of financial and quantitative analysis : JFQA
2
The journal of finance : the journal of the American Finance Association
2
Economics letters
1
Handbook of economic forecasting ; 1
1
International economic review
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Symposium on forecasting and empirical methods in macroeconomics and finance
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ECONIS (ZBW)
37
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1
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37
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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
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:
3
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:
4
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:
5
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:
6
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
7
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:
8
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:
9
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:
10
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
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