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type_genre:"Article in book"
type_genre:"Rezension"
~person:"Bollerslev, Tim"
~subject:"Multinationales Unternehmen"
~subject:"Schätzung"
~subject:"United States"
~type_genre:"Article in journal"
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Multinationales Unternehmen
Schätzung
United States
Theorie
40
Theory
40
Volatility
20
Volatilität
20
USA
13
Estimation
12
Capital income
11
Forecasting model
11
Kapitaleinkommen
11
Prognoseverfahren
11
Exchange rate
9
Wechselkurs
9
Deutsche Mark
8
Time series analysis
8
Zeitreihenanalyse
8
Devisenmarkt
7
Estimation theory
7
Foreign exchange market
7
Schätztheorie
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US dollar
6
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World
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1992-1993
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Japan
3
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3
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3
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3
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Type of publication
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Article
17
Type of publication (narrower categories)
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Article in book
Rezension
Article in journal
Aufsatz in Zeitschrift
17
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
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10
Aufsatzsammlung
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English
17
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Bollerslev, Tim
Gil-Alaña, Luis A.
39
Kumbhakar, Subal
36
Serletis, Apostolos
34
Caporale, Guglielmo Maria
33
Gupta, Rangan
32
Broll, Udo
30
Buckley, Peter J.
29
Heckman, James J.
29
Chavas, Jean-Paul
24
Egger, Peter
24
MacDonald, Ronald
23
Markusen, James R.
22
Bahmani-Oskooee, Mohsen
20
Franses, Philip Hans
20
Moosa, Imad A.
19
Wohar, Mark E.
19
Ghysels, Eric
18
Lesage, James P.
18
Acemoglu, Daron
17
Christiano, Lawrence J.
17
Diebold, Francis X.
17
Glaeser, Edward L.
17
Uri, Noel Dean
17
Verbeke, Alain
17
Apergēs, Nikolaos
16
Engle, Robert F.
16
Hall, Robert Ernest
16
Koopman, Siem Jan
16
Peel, David
16
Schjelderup, Guttorm
16
Taylor, Mark P.
16
Wu, Chunchi
16
Chang, Tsangyao
15
Cooper, Russell W.
15
Creedy, John
15
Eichenbaum, Martin S.
15
Fabozzi, Frank J.
15
Ferson, Wayne E.
15
Laporte, Gilbert
15
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The journal of finance : the journal of the American Finance Association
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The review of economics and statistics
2
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 econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
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ECONIS (ZBW)
17
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10
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17
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1
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
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
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
4
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:
5
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
6
Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
Saved in:
7
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:
8
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
Saved in:
9
The forward premium anomaly is not as bad as you think
Baillie, Richard
;
Bollerslev, Tim
- In:
Journal of international money and finance
19
(
2000
)
4
,
pp. 471-488
Persistent link: https://www.econbiz.de/10001496571
Saved in:
10
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
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