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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Bollerslev, Tim"
~person:"List, John A."
~subject:"Experiment"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"Shock"
~subject:"Strategisches Management"
~subject:"Volatilität"
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Bollerslev, Tim
List, John A.
Epstein, Larry G.
6
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4
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
NBER working paper series
11
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10
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10
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1
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
2
Naturally occurring preferences and exogenous laboratory experiments : a case study of risk aversion
Harrison, Glenn W.
;
List, John A.
;
Towe, Charles
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
2
,
pp. 433-458
Persistent link: https://www.econbiz.de/10003462408
Saved in:
3
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
4
Neoclassical theory versus prospect theory : evidence from the marketplace
List, John A.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
2
,
pp. 615-625
Persistent link: https://www.econbiz.de/10001978037
Saved in:
5
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
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