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~isPartOf:"American economic review"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics"
~language:"eng"
~language:"nld"
~language:"zho"
~person:"Bollerslev, Tim"
~person:"Kilian, Lutz"
~subject:"Developing countries"
~subject:"Foreign investment"
~subject:"Großbritannien"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"Statistics"
~type_genre:"Systematic review"
~type_genre:"Textbook"
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24
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ECONIS (ZBW)
54
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1
Optimal inference for spot regressions
Bollerslev, Tim
;
Li, Jia
;
Ren, Yuexuan
- In:
American economic review
114
(
2024
)
3
,
pp. 678-708
Persistent link: https://www.econbiz.de/10014484107
Saved in:
2
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:
3
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
4
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:
5
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:
6
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:
7
Risk everywhere : modeling and managing volatility
Bollerslev, Tim
;
Hood, Benjamin
;
Huss, John
;
Pedersen, …
-
2018
Persistent link: https://www.econbiz.de/10011884274
Saved in:
8
Did the renewable fuel standard shift market expectations of the price of ethanol?
Baumeister, Christiane
;
Ellwanger, Reinhard
;
Kilian, Lutz
-
2017
Persistent link: https://www.econbiz.de/10011619239
Saved in:
9
How the tight oil boom has changed oil and gasoline markets
Kilian, Lutz
-
2017
Persistent link: https://www.econbiz.de/10011639584
Saved in:
10
Is the discretionary income effect of oil price shocks a hoax?
Baumeister, Christiane
;
Kilian, Lutz
;
Zhou, Xiaoqing
-
2017
Persistent link: https://www.econbiz.de/10011639581
Saved in:
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