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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"
~person:"Aghion, Philippe"
~person:"Bollerslev, Tim"
~subject:"Estimation"
~subject:"Mineralölsteuer"
~subject:"Wirtschaftswachstum"
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Volatility
Estimation
Mineralölsteuer
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3
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3
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Aghion, Philippe
Bollerslev, Tim
Blundell, Richard W.
4
Meghir, Costas
4
Robin, Jean-Marc
3
Andersen, Torben
2
Arellano, Manuel
2
Bonhomme, Stéphane
2
Browning, Martin James
2
Card, David E.
2
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2
Duclos, Jean-Yves
2
Li, Jia
2
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2
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2
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2
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2
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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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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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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
NBER Working Paper
11
NBER working paper series
11
Working paper / National Bureau of Economic Research, Inc.
10
Journal of econometrics
8
CREATES research paper
5
Discussion paper / Centre for Economic Policy Research
5
Journal of financial economics
5
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3
ERID working paper
3
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3
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2
CREATES Research Paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Discussion papers / Wissenschaftszentrum Berlin für Sozialforschung, Abteilung Wettbewerbsfähigkeit und Industrieller Wandel ; Abteilung Marktprozesse und Steuerung ; Arbeitsgruppe Institutionen, Staaten, Märkte ; Abteilung Wettbewerb und Innovation ; Abteilung Verhalten auf Märkten; Forschungsprofessur The Future of Fiscal Federalism ; Forschungs-Gruppe Wettbewerb und Innovation : Schwerpunkt II Märkte und Politik
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Growth, inequality and globalization : theory, history and policy
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ECONIS (ZBW)
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1
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:
2
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:
3
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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