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~isPartOf:"Demand, supply and financial deregulation"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Discussion paper in financial economics : FE"
~isPartOf:"Economica"
~isPartOf:"Greek economic review"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Blake, David"
~person:"Bollerslev, Tim"
~person:"Miles, David"
~person:"Taylor, Mark P."
~person:"Timmermann, Allan"
~subject:"Bildungsverhalten"
~subject:"Developing countries"
~subject:"Educational behaviour"
~subject:"Germany"
~subject:"Großbritannien"
~subject:"Risk premium"
~subject:"United States"
~subject:"Volatility"
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Bildungsverhalten
Developing countries
Educational behaviour
Germany
Großbritannien
Risk premium
United States
Volatility
Theorie
48
Theory
48
Forecasting model
30
Prognoseverfahren
30
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Blake, David
Bollerslev, Tim
Miles, David
Taylor, Mark P.
Timmermann, Allan
Engle, Robert F.
22
Todorov, Viktor
17
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
13
Andersen, Torben
12
Granger, C. W. J.
11
McAleer, Michael
10
Pesaran, M. Hashem
9
Slottje, Daniel Jonathan
9
Disney, Richard
8
Meddahi, Nour
8
Patton, Andrew J.
8
Xiu, Dacheng
8
Betts, Julian R.
7
Li, Jia
7
Mykland, Per A.
7
Park, Joon Y.
7
Raphael, Steven
7
Cavaliere, Giuseppe
6
Den Haan, Wouter J.
6
Diebold, Francis X.
6
Ghysels, Eric
6
Gouriéroux, Christian
6
Kim, Donggyu
6
Shephard, Neil G.
6
Asai, Manabu
5
Bandi, Federico M.
5
Blundell, Richard W.
5
Francq, Christian
5
Friedberg, Leora
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Gallant, A. Ronald
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Hallin, Marc
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Haskel, Jonathan
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Demand, supply and financial deregulation
Discussion paper / Department of Economics, University of California San Diego
Discussion paper in financial economics : FE
Economica
Greek economic review
Journal of econometrics
Discussion paper / Centre for Economic Policy Research
36
Discussion paper / The Pensions Institute, Cass Business School, City University
36
Discussion paper series / LSE Financial Markets Group
19
The economic journal : the journal of the Royal Economic Society
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ECONIS (ZBW)
54
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1
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:
2
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:
3
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:
4
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:
5
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011610646
Saved in:
6
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
7
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
8
Educational aspirations and attitudes over the business cycle
Taylor, Mark P.
;
Rampino, Tina
- In:
Economica
81
(
2014
)
324
,
pp. 649-673
Persistent link: https://www.econbiz.de/10010473454
Saved in:
9
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
10
Dynamic econometric modeling and forecasting
Timmermann, Allan
(
contributor
); …
-
2013
Persistent link: https://www.econbiz.de/10010255249
Saved in:
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