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~isPartOf:"American economic review"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~language:"nld"
~language:"pol"
~language:"zho"
~person:"Bollerslev, Tim"
~person:"Krueger, Alan B."
~subject:"Aktienmarkt"
~subject:"Developing countries"
~subject:"Foreign investment"
~subject:"Risk premium"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Government document"
~type_genre:"Statistics"
~type_genre:"Textbook"
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Aktienmarkt
Developing countries
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Risk premium
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4
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3
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3
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2
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Bollerslev, Tim
Krueger, Alan B.
Lucas, André
8
Koopman, Siem Jan
6
Franses, Philip Hans
5
Ghysels, Eric
5
Kim, Chang-jin
4
Li, Wai Keung
4
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4
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4
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4
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3
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3
Slottje, Daniel Jonathan
3
Sørensen, Bent E.
3
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3
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3
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American economic review
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
19
ILR review : the journal of work and policy
7
Journal of labor economics
7
The quarterly journal of economics
7
Brookings papers on economic activity : BPEA
6
The American economic review
6
Journal of financial economics
5
The journal of economic perspectives : EP ; a journal of the American Economic Association
5
The journal of finance : the journal of the American Finance Association
5
The review of economics and statistics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of human resources : JHR
3
American economic journal : a journal of the American Economic Association
2
Economics letters
2
International economic review
2
Journal of applied econometrics
2
Journal of empirical finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of international money and finance
2
Journal of political economy
2
Journal of public economics
2
Journal of the European Economic Association
2
Research in labor economics
2
The journal of economic education
2
The review of financial studies
2
BJIR : an international journal of employment relations
1
Brookings papers on economic activity / Microeconomics
1
Business economics : the journal of the National Association for Business Economists
1
Economic policy review
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Economists of the twentieth century
1
European financial management : the journal of the European Financial Management Association
1
Excellence in education: views on improving American education
1
Health affairs : at the intersection of health, health care, and policy
1
ILR review : a publication of the New York State School of Industrial and Labor Relations, a statutory college of the State University, Cornell University, Ithaca
1
IZA prize in labor economics series
1
Industrial relations : a journal of economy & society
1
Journal of economic dynamics & control
1
Journal of economic literature
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ECONIS (ZBW)
5
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date (oldest first)
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
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:
3
Equity trading volume and volatility : latent information arrivals and common long-run dependencies
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001253392
Saved in:
4
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
5
The message in daily exchange rates : a conditional-variance tale
Baillie, Richard
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
3
,
pp. 297-305
Persistent link: https://www.econbiz.de/10001069396
Saved in:
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