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subject:"Volatility"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~language:"eng"
~person:"Bollerslev, Tim"
~person:"Todorov, Viktor"
~subject:"Time series analysis"
~subject:"Wirtschaftswachstum"
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Volatility
Time series analysis
Wirtschaftswachstum
Estimation
4
Schätzung
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Volatilität
4
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3
Kapitaleinkommen
3
Theorie
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Bollerslev, Tim
Todorov, Viktor
Andersen, Torben
2
Li, Jia
2
Caballero, Ricardo J.
1
Di Giovanni, Julian
1
Diebold, Francis X.
1
Engel, Eduardo
1
Engle, Robert F.
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1
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1
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1
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1
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1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
19
Journal of financial economics
6
NBER Working Paper
4
NBER working paper series
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ERID working paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economic Research Initiatives at Duke (ERID) Working Paper
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Journal of applied econometrics
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CREATES Research Paper
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Cahier / Départment de Sciences Économiques, Université de Montréal
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Econometric theory
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Handbook of economic forecasting ; 1
1
International economic review
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SFB 649 discussion paper
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Symposium on forecasting and empirical methods in macroeconomics and finance
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ECONIS (ZBW)
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1
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
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
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:
4
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
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