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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Bollerslev, Tim"
~source:"econis"
~subject:"Forecasting model"
~subject:"Welt"
~subject:"Wirkungsanalyse"
~type_genre:"Bibliografie"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
~type_genre:"Conference paper"
~type_genre:"Fallstudie"
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Forecasting model
Welt
Wirkungsanalyse
Estimation
29
Schätzung
29
Volatility
22
Volatilität
22
Capital income
18
Kapitaleinkommen
18
Theorie
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Bollerslev, Tim
Gupta, Rangan
91
Zaremba, Adam
38
Pierdzioch, Christian
36
Ma, Feng
31
Wohar, Mark E.
29
Balcilar, Mehmet
28
McMillan, David G.
27
Wang, Yudong
27
Narayan, Paresh Kumar
25
Zhang, Yaojie
22
Lee, Chien-chiang
21
Apergēs, Nikolaos
20
Bahmani-Oskooee, Mohsen
20
Hammoudeh, Shawkat
20
Schneider, Friedrich
20
Bouri, Elie
19
Salisu, Afees A.
19
MacDonald, Ronald
18
Moosa, Imad A.
18
Xuan Vinh Vo
18
Herwartz, Helmut
17
Nunnenkamp, Peter
17
Nonejad, Nima
16
Rose, Andrew
16
Shahbaz, Muhammad
16
Wei, Yu
16
Kumar, Dilip
15
Pesaran, M. Hashem
15
Marcellino, Massimiliano
14
Voigt, Stefan
14
Westerlund, Joakim
14
Zhu, Huiming
14
Demirer, Rıza
13
Dreher, Axel
13
Tiwari, Aviral Kumar
13
Woessmann, Ludger
13
Belke, Ansgar
12
Buch, Claudia M.
12
Ji, Qiang
12
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Journal of financial economics
3
Journal of econometrics
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International economic review
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of international money and finance
1
Symposium on forecasting and empirical methods in macroeconomics and finance
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The American economic review
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
6
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
7
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:
8
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
9
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:
10
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
The American economic review
95
(
2005
)
2
,
pp. 398-404
Persistent link: https://www.econbiz.de/10003214098
Saved in:
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