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subject:"Volatility"
~accessRights:"restricted"
~person:"Aghion, Philippe"
~person:"Bollerslev, Tim"
~subject:"Global economic crisis"
~subject:"OECD countries"
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Volatility
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Aghion, Philippe
Bollerslev, Tim
Gupta, Rangan
59
Ma, Feng
25
Bahmani-Oskooee, Mohsen
24
Balcilar, Mehmet
21
Bouri, Elie
21
Pierdzioch, Christian
19
Tiwari, Aviral Kumar
17
Wohar, Mark E.
17
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16
Xuan Vinh Vo
16
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15
Mensi, Walid
15
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13
Li, Jia
13
Wei, Yu
13
Wu, Xinyu
13
Gil-Alaña, Luis A.
12
Yoon, Seong-min
12
Zhu, Huiming
12
Kumar, Dilip
11
Nonejad, Nima
11
Wang, Yudong
11
Zhang, Yaojie
11
Alesina, Alberto
10
Hammoudeh, Shawkat
10
Jawadi, Fredj
10
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9
Brooks, Robert
9
Chevallier, Julien
9
Demirer, Rıza
9
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9
Kelly, Bryan T.
9
Lau, Chi Keung
9
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9
McAleer, Michael
9
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8
Favero, Carlo A.
8
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8
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5
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4
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ECONIS (ZBW)
17
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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
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
Turbulence, firm decentralization, and growth in bad times
Aghion, Philippe
;
Bloom, Nicholas
;
Lucking, Brian
; …
- In:
American economic journal
13
(
2021
)
1
,
pp. 133-169
Persistent link: https://www.econbiz.de/10012415049
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
Saved in:
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