//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Cahier / Départment de Sciences Économiques, Université de Montréal"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working papers / Financial Institutions Center"
~subject:"Kapitaleinkommen"
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Andersen, Torben G."
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
USA
Volatility
19
Volatilität
19
Theorie
11
Theory
11
Forecasting model
9
Prognoseverfahren
9
Time series analysis
9
Zeitreihenanalyse
9
Capital income
8
Estimation
8
Schätzung
8
Estimation theory
7
Schätztheorie
7
United States
6
ARCH model
4
ARCH-Modell
4
Financial market
4
Finanzmarkt
4
Börsenkurs
3
High-frequency data
3
Induktive Statistik
3
Market microstructure
3
Marktmikrostruktur
3
Noise Trading
3
Noise trading
3
Share price
3
Statistical inference
3
Stochastic process
3
Stochastic volatility
3
Stochastischer Prozess
3
1986-1996
2
Exchange rate
2
Factor analysis
2
Faktorenanalyse
2
Fractional integration
2
Frequency domain inference
2
Impact assessment
2
Japan
2
more ...
less ...
Online availability
All
Undetermined
5
Free
1
Type of publication
All
Article
8
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
All
English
13
Author
All
Andersen, Torben
13
Bollerslev, Tim
7
Diebold, Francis X.
4
Todorov, Viktor
3
Archakov, Ilya
1
Cebiroglu, Gökhan
1
Christoffersen, Peter F.
1
Dobrev, Dobrislav
1
Hautsch, Nikolaus
1
Lange, Steve
1
Li, Yingying
1
Lund, Jesper
1
Meddahi, Nour
1
Riva, Raul
1
Thyrsgaard, Martin
1
Ubukata, Masato
1
Varneskov, Rasmus Tangsgaard
1
Wu, Jin
1
Zhou, Bo
1
more ...
less ...
Institution
All
The Wharton Financial Institutions Center
1
Université de Montréal / Département de sciences économiques
1
Published in...
All
Cahier / Départment de Sciences Économiques, Université de Montréal
Journal of econometrics
Journal of empirical finance
Working papers / Financial Institutions Center
Working paper / National Bureau of Economic Research, Inc.
15
NBER working paper series
9
CFS working paper series
6
NBER Working Paper
6
The journal of finance : the journal of the American Finance Association
5
CFS Working Paper
3
CREATES research paper
3
Financial Institutions Center
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of financial economics
2
Working papers / Federal Reserve Bank of Chicago
2
American Economic Review papers and proceedings
1
CEFIR and NES working papers
1
Econometric analysis of financial and economic time series ; part B
1
Econometric theory
1
Financial markets and asset pricing
1
Handbook of economic forecasting ; 1
1
Handbook of financial time series
1
International economic review
1
International finance discussion papers
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of international economics
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
NBER reporter online
1
Queen's Economics Department working paper
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The review of economics and statistics
1
The review of financial studies
1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
1
Working papers / Penn Institute for Economic Research
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
4
Tail risk and return predictability for the Japanese equity market
Andersen, Torben
;
Todorov, Viktor
;
Ubukata, Masato
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 344-363
Persistent link: https://www.econbiz.de/10012619430
Saved in:
5
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
6
Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
7
No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and iid noise : theory and testable distributional implications
Andersen, Torben
;
Bollerslev, Tim
;
Dobrev, Dobrislav
- In:
Journal of econometrics
138
(
2007
)
1
,
pp. 125-180
Persistent link: https://www.econbiz.de/10003451756
Saved in:
8
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035
Saved in:
9
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002636085
Saved in:
10
Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003586300
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->