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~accessRights:"restricted"
~person:"Bollerslev, Tim"
~subject:"Human capital investment"
~subject:"Schätzung"
~subject:"Volatilität"
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Human capital investment
Schätzung
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14
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12
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12
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10
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8
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8
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5
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Bollerslev, Tim
Gupta, Rangan
97
Zaremba, Adam
56
Ma, Feng
35
Bouri, Elie
34
Wang, Yudong
30
Tiwari, Aviral Kumar
29
Demirer, Rıza
28
Pierdzioch, Christian
27
Wohar, Mark E.
27
Balcilar, Mehmet
25
Zhang, Yaojie
23
McMillan, David G.
21
Narayan, Paresh Kumar
21
Xuan Vinh Vo
20
Yin, Libo
20
Hammoudeh, Shawkat
19
Salisu, Afees A.
19
Shahzad, Syed Jawad Hussain
19
Zhu, Huiming
19
Mensi, Walid
18
Kumar, Dilip
17
Heckman, James J.
16
Jawadi, Fredj
16
Lee, Chien-chiang
16
Zhang, Wei
16
Bekaert, Geert
15
Kang, Sang Hoon
15
Li, Yan
15
Liang, Chao
15
Long, Huaigang
15
Massa, Massimo
15
Shen, Dehua
15
Caporale, Guglielmo Maria
14
Nonejad, Nima
14
Sehgal, Sanjay
14
Todorov, Viktor
14
Chiang, Thomas C.
13
Li, Bin
13
McAleer, Michael
13
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Journal of financial economics
4
Journal of econometrics
3
Economics letters
1
Financial markets and asset pricing
1
Handbook of economic forecasting ; 1
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
NBER reporter online
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Equity clusters through the lens of realized semicorrelations
Bollerslev, Tim
;
Patton, Andrew J.
;
Zhang, Haozhe
- In:
Economics letters
211
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013172536
Saved in:
5
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:
6
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:
7
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:
8
Good volatility, bad volatility, and the cross section of stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Zhao, Bingzhi
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
3
,
pp. 751-781
Persistent link: https://www.econbiz.de/10012195617
Saved in:
9
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:
10
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:
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