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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Discussion paper"
~isPartOf:"Journal of econometrics"
~person:"Bollerslev, Tim"
~person:"Kong, Xin-Bing"
~person:"Puhani, Patrick A."
~subject:"Estimation"
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Volatility
Yield curve
Estimation
Schätzung
19
Volatilität
10
Arbeitslosigkeit
6
Capital income
6
Deutschland
6
Germany
6
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6
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Bollerslev, Tim
Kong, Xin-Bing
Puhani, Patrick A.
Kaiser, Ulrich
21
Czarnitzki, Dirk
16
Steiner, Viktor
14
Todorov, Viktor
14
Van Reenen, John
12
Falk, Martin
11
Fitzenberger, Bernd
11
Laisney, François
11
Almus, Matthias
9
Schröder, Michael
9
Tauchen, George Eugene
9
Büttner, Thiess
8
Lauer, Charlotte
8
Linton, Oliver
8
Manning, Alan
8
Pfeiffer, Friedhelm
8
Phillips, Peter C. B.
8
Su, Liangjun
8
Wolf, Elke
8
Bloom, Nicholas
7
Engel, Dirk
7
Franz, Wolfgang
7
Heinemann, Friedrich
7
Köke, F. Jens
7
Petrongolo, Barbara
7
Zwick, Thomas
7
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6
Eickmeier, Sandra
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Koop, Gary
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Kraft, Kornelius
6
Nautz, Dieter
6
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6
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Bernard, Andrew B.
5
Bönke, Timm
5
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5
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5
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Discussion paper
Journal of econometrics
Discussion paper series / IZA
13
ZEW discussion papers
9
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
7
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2
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Journal of applied econometrics
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Journal of economic dynamics & control
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ECONIS (ZBW)
19
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1
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19
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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
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:
4
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:
5
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
Saved in:
6
Estimating the integrated volatility using high-frequency data with zero durations
Liu, Zhi
;
Kong, Xin-Bing
;
Jing, Bingyi
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 18-32
Persistent link: https://www.econbiz.de/10011974707
Saved in:
7
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
8
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
9
A test of the "Krugman hypothesis" for the United States, Britain, and western Germany
Puhani, Patrick A.
-
2003
Persistent link: https://www.econbiz.de/10013428556
Saved in:
10
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
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