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~isPartOf:"Economic inquiry : journal of the Western Economic Association International"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic theory"
~isPartOf:"Journal of public economics"
~isPartOf:"The review of financial studies"
~language:"eng"
~language:"hrv"
~person:"Bollerslev, Tim"
~subject:"Aktienindex"
~subject:"Anlageverhalten"
~subject:"Asymmetric information"
~subject:"CAPM"
~subject:"Estimation"
~subject:"Lieferkette"
~subject:"Theorie"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammlung"
~type_genre:"Übersichtsarbeit"
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Aktienindex
Anlageverhalten
Asymmetric information
CAPM
Estimation
Lieferkette
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USA
Volatility
Volatilität
20
Capital income
9
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9
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9
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7
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23
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Bollerslev, Tim
Phillips, Peter C. B.
44
Linton, Oliver
25
Fudenberg, Drew
24
Ghysels, Eric
23
McAleer, Michael
23
Cremer, Helmuth
22
Gouriéroux, Christian
22
Le Breton, Michel
21
Levine, David K.
21
Tauchen, George Eugene
21
Yu, Jun
21
Aït-Sahalia, Yacine
20
Jackson, Matthew O.
20
Todorov, Viktor
20
Samuelson, Larry
19
Swanson, Norman R.
19
Gahvari, Firouz
18
Lee, Lung-fei
18
Pesaran, M. Hashem
18
Pestieau, Pierre
18
Benhabib, Jess
17
Hansen, Lars Peter
17
Koop, Gary
17
Stulz, René M.
17
Boadway, Robin W.
16
Corradi, Valentina
16
Timmermann, Allan
16
Andersen, Torben
15
Chao, Chi-Chur
15
Hirshleifer, David
15
Marinacci, Massimo
15
Palfrey, Thomas R.
15
Patton, Andrew J.
15
Ray, Debraj
15
Renault, Eric
15
Segal, Uzi
15
Slottje, Daniel Jonathan
15
Wohar, Mark E.
15
Bossert, Walter
14
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Economic inquiry : journal of the Western Economic Association International
International review of economics & finance : IREF
Journal of econometrics
Journal of economic theory
Journal of public economics
The review of financial studies
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
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of applied econometrics
4
Journal of empirical finance
3
Journal of international money and finance
3
The review of economics and statistics
3
International economic review
2
Journal of financial and quantitative analysis : JFQA
2
Journal of international economics
2
The review of economic studies
2
American economic review
1
Econometric reviews
1
Economics letters
1
European financial management : the journal of the European Financial Management Association
1
Handbook of economic forecasting ; Vol. 1
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 political economy
1
Journal of time series econometrics
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
Working paper / National Bureau of Economic Research, Inc.
1
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ECONIS (ZBW)
23
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23
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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
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
6
Risk everywhere : modeling and managing volatility
Bollerslev, Tim
;
Hood, Benjamin
;
Huss, John
;
Pedersen, …
- In:
The review of financial studies
31
(
2018
)
7
,
pp. 2729-2773
Persistent link: https://www.econbiz.de/10011927185
Saved in:
7
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:
8
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:
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
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
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