//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
subject:"Yield curve"
~person:"Bollerslev, Tim"
~subject:"Exchange rate"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Yield curve
Exchange rate
Estimation
29
Schätzung
29
Volatilität
22
Capital income
18
Kapitaleinkommen
18
Theorie
12
Theory
12
Börsenkurs
11
Share price
11
USA
11
United States
11
Time series analysis
10
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
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
Beta risk
3
Betafaktor
3
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Collection of articles of several authors
Übersichtsarbeit
Article in journal
24
Arbeitspapier
11
Working Paper
11
Graue Literatur
10
Non-commercial literature
10
Language
All
English
24
Author
All
Bollerslev, Tim
Gupta, Rangan
68
Bahmani-Oskooee, Mohsen
63
Wohar, Mark E.
27
Ma, Feng
25
Bouri, Elie
24
Caporale, Guglielmo Maria
24
Pierdzioch, Christian
24
Todorov, Viktor
24
Xuan Vinh Vo
24
Gil-Alaña, Luis A.
23
McAleer, Michael
23
Balcilar, Mehmet
21
Kumar, Dilip
21
Tiwari, Aviral Kumar
21
MacDonald, Ronald
19
Chiang, Thomas C.
16
Hsing, Yu
16
Kang, Sang Hoon
16
McMillan, David G.
16
Mensi, Walid
16
Rashid, Abdul
16
Tauchen, George Eugene
16
Asai, Manabu
15
Beckmann, Joscha
15
Zhu, Huiming
15
Brooks, Robert
14
Hegerty, Scott W.
14
Li, Jia
14
Narayan, Paresh Kumar
14
Salisu, Afees A.
14
Sosvilla-Rivero, Simón
14
Wei, Yu
14
Yoon, Seong-min
14
Andersen, Torben
13
Apergēs, Nikolaos
13
Belke, Ansgar
13
Sarno, Lucio
13
Umar, Zaghum
13
Wang, Yudong
13
more ...
less ...
Published in...
All
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
International economic review
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->