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~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"Working paper"
~language:"eng"
~language:"nld"
~language:"pol"
~language:"zho"
~person:"Bollerslev, Tim"
~subject:"Aktienmarkt"
~subject:"Developing countries"
~subject:"Estimation theory"
~subject:"Foreign investment"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"Statistics"
~type_genre:"Textbook"
~type_genre:"Übersichtsarbeit"
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Aktienmarkt
Developing countries
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United States
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Schätztheorie
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Bollerslev, Tim
McAleer, Michael
50
Neely, Christopher J.
26
Owyang, Michael T.
24
Kapetanios, George
23
Wheelock, David C.
23
Mumtaz, Haroon
21
Bloom, Nicholas
19
Garrett, Thomas Andrew
19
Guo, Hui
19
Wen, Yi
19
Chang, Chia-Lin
17
Thornton, Daniel L.
17
Manera, Matteo
16
Stavins, Robert N.
16
Guidolin, Massimo
15
Piger, Jeremy Max
14
Davis, Steven J.
13
Mignon, Valérie
13
Wall, Howard J.
13
Anderson, Richard G.
12
Garriga, Carlos
11
McGrattan, Ellen R.
11
Reed, W. Robert
11
Coughlin, Cletus Charles
10
Martinez-Vazquez, Jorge
10
Wheeler, Christopher H.
10
Bandyopadhyay, Subhayu
9
Farber, Henry S.
9
Heimonen, Kari
9
Hernández-Murillo, Rubén
9
Karanassou, Marika
9
Krueger, Alan B.
9
Mas, Alexandre
9
Theodoridis, Konstantinos
9
Athey, Susan
8
Bastianin, Andrea
8
Bosetti, Valentina
8
Bénassy-Quéré, Agnès
8
Contessi, Silvio
8
Devereux, Michael P.
8
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Working paper
Journal of econometrics
21
Working paper / National Bureau of Economic Research, Inc.
11
CREATES research paper
8
ERID working paper
7
Working papers / Financial Institutions Center
6
Finance and economics discussion series
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of financial economics
5
The journal of finance : the journal of the American Finance Association
5
CFS working paper series
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
Working papers / Rodney L. White Center for Financial Research
3
Econometric reviews
2
Financial Institutions Center
2
International economic review
2
Journal of applied econometrics
2
Journal of empirical finance
2
Journal of financial and quantitative analysis : JFQA
2
The review of economic studies
2
The review of financial studies
2
American Economic Review papers and proceedings
1
American economic review
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper / Centre for Economic Policy Research
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
European financial management : the journal of the European Financial Management Association
1
Handbook of economic forecasting ; Vol. 1
1
International finance discussion papers
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
Journal of international money and finance
1
Journal of political economy
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ECONIS (ZBW)
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1
Long-term equity anticipation securities and stock market volatility dynamics
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1996
Persistent link: https://www.econbiz.de/10000929736
Saved in:
2
Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
-
current version
Persistent link: https://www.econbiz.de/10000891757
Saved in:
3
Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
Persistent link: https://www.econbiz.de/10000896214
Saved in:
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