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~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"Journal of financial econometrics"
~language:"eng"
~language:"nld"
~language:"zho"
~person:"Bollerslev, Tim"
~subject:"Developing countries"
~subject:"Foreign investment"
~subject:"Großbritannien"
~subject:"Kapitaleinkommen"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"Statistics"
~type_genre:"Textbook"
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Developing countries
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Volatility
10
Volatilität
10
Börsenkurs
8
Capital income
8
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8
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7
Prognoseverfahren
7
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Bollerslev, Tim
Zenou, Yves
38
Kilian, Lutz
28
Van Reenen, John
28
Minford, Patrick
24
Massa, Massimo
23
Hoekman, Bernard M.
22
Marcellino, Massimiliano
22
Patacchini, Eleonora
22
Propper, Carol
22
Zingales, Luigi
22
Rodríguez-Pose, Andrés
20
Violante, Giovanni L.
20
Acharya, Viral V.
19
Redding, Stephen
19
Favero, Carlo A.
18
Griffith, Rachel
18
Haskel, Jonathan
18
Burgess, Simon M.
17
Gordon, Robert J.
16
Razin, Asaf
16
Sarno, Lucio
16
Booth, Alison L.
15
Gambetti, Luca
15
Hatton, Timothy J.
15
Javorcik, Beata K. Smarzynska
15
Pástor, Ľuboš
15
Wickens, Michael R.
15
Crafts, Nicholas
14
De Melo, Jaime
14
Giannetti, Mariassunta
14
Lettau, Martin
14
Orphanides, Athanasios
14
Overman, Henry G.
14
Sørensen, Bent E.
14
Timmermann, Allan
14
Bloom, Nicholas
13
Christiansen, Charlotte
13
Guner, Nezih
13
Görg, Holger
13
Krueger, Dirk
13
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CREATES research paper
Discussion paper / Centre for Economic Policy Research
Discussion paper / Tinbergen Institute / Tinbergen Institute
Journal of financial econometrics
Journal of econometrics
11
Working paper / National Bureau of Economic Research, Inc.
10
ERID working paper
7
Journal of financial economics
5
CFS working paper series
4
Finance and economics discussion series
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
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4
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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
3
Financial Institutions Center
2
Journal of empirical finance
2
The review of financial studies
2
Working papers / Rodney L. White Center for Financial Research
2
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1
American economic review
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Economics letters
1
International economic review
1
International finance discussion papers
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
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1
NBER reporter online
1
Oxford bulletin of economics and statistics
1
Queen's Economics Department working paper
1
Review of finance : journal of the European Finance Association
1
Review of futures markets
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
Working papers / Penn Institute for Economic Research
1
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ECONIS (ZBW)
11
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1
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:
2
Risk everywhere : modeling and managing volatility
Bollerslev, Tim
;
Hood, Benjamin
;
Huss, John
;
Pedersen, …
-
2018
Persistent link: https://www.econbiz.de/10011884274
Saved in:
3
Roughing up beta : continuous vs. discontinuous betas, and the cross-section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442477
Saved in:
4
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
5
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
-
2012
Persistent link: https://www.econbiz.de/10009667370
Saved in:
6
Risk and return : long-run relationships, fractional cointegration, and return predictability
Bollerslev, Tim
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009785804
Saved in:
7
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
8
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10008659419
Saved in:
9
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
10
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
Saved in:
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