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~isPartOf:"Cahier / Départment de Sciences Économiques, Université de Montréal"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~language:"eng"
~language:"nld"
~language:"pol"
~language:"zho"
~person:"Bollerslev, Tim"
~subject:"Aktienmarkt"
~subject:"Developing countries"
~subject:"Foreign investment"
~subject:"United States"
~subject:"Volatility"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"Statistics"
~type_genre:"Textbook"
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Aktienmarkt
Developing countries
Foreign investment
United States
Volatility
Volatilität
3
Theorie
2
Theory
2
USA
2
1986-1996
1
1994-1997
1
ARCH model
1
ARCH-Modell
1
Ankündigungseffekt
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Announcement effect
1
Börsenkurs
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CAPM
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Cluster analysis
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Graue Literatur
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Dutch
Polish
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Bollerslev, Tim
Peel, David
9
Gupta, Rangan
8
Taylor, Mark P.
8
Pruitt, Stephen W.
7
Audretsch, David B.
6
Karanasos, Menelaos
6
Kugler, Peter
6
MacDonald, Ronald
6
Österholm, Pär
6
Acs, Zoltán J.
5
Baghestani, Hamid
5
Frijns, Bart
5
Gil-Alaña, Luis A.
5
Heywood, John S.
5
Jansen, Dennis W.
5
Kim, Jae H.
5
Margo, Robert A.
5
Ram, Rati
5
Sander, William
5
Wunnava, Phanindra V.
5
Yin, Libo
5
Baum, Christopher F.
4
Caporale, Tony
4
Chang, Eric Chieh
4
Christiansen, Charlotte
4
Demirer, Rıza
4
Grobys, Klaus
4
Macpherson, David A.
4
Ratti, Ronald A.
4
Robinson, Michael D.
4
Schotman, Peter C.
4
Shin, Dong-wan
4
Sola, Martin
4
Spagnolo, Nicola
4
Stengos, Thanasēs
4
Wang, Yudong
4
Wu, Chongfeng
4
Bahmani-Oskooee, Mohsen
3
Balduzzi, Pierluigi
3
Bali, Turan G.
3
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Cahier / Départment de Sciences Économiques, Université de Montréal
Economics letters
Journal of empirical finance
Journal of econometrics
19
Journal of financial economics
5
The journal of finance : the journal of the American Finance Association
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
International economic review
2
Journal of applied econometrics
2
Journal of financial and quantitative analysis : JFQA
2
The review of financial studies
2
American economic review
1
European financial management : the journal of the European Financial Management Association
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international economics
1
NBER reporter online
1
Quantitative economics : QE ; journal of the Econometric Society
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
The review of economic studies
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ECONIS (ZBW)
3
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1
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:
2
Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
Bollerslev, Tim
;
Cai, Jun
;
Song, Frank M.
- In:
Journal of empirical finance
7
(
2000
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10001511696
Saved in:
3
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
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