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~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial economics"
~language:"eng"
~language:"nld"
~language:"pol"
~language:"zho"
~person:"Bollerslev, Tim"
~subject:"Aktienmarkt"
~subject:"Developing countries"
~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"
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Aktienmarkt
Developing countries
Foreign investment
United States
Volatility
Volatilität
8
Capital income
6
Kapitaleinkommen
6
Estimation
5
Schätzung
5
Börsenkurs
4
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4
Risk premium
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Bollerslev, Tim
Stulz, René M.
15
DeAngelo, Harry
11
DeAngelo, Linda
11
Longstaff, Francis A.
9
Peel, David
9
Barclay, Michael J.
8
Denis, David J.
8
Fama, Eugene F.
8
French, Kenneth Ronald
8
Gupta, Rangan
8
McConnell, John J.
8
Taylor, Mark P.
8
Campbell, John Y.
7
Graham, John R.
7
Harvey, Campbell R.
7
Hong, Harrison G.
7
Lerner, Joshua
7
Pruitt, Stephen W.
7
Ritter, Jay
7
Schultz, Paul H.
7
Stein, Jeremy C.
7
Subrahmanyam, Avanidhar
7
Audretsch, David B.
6
Bali, Turan G.
6
Bessembinder, Hendrik
6
Chordia, Tarun
6
Ferson, Wayne E.
6
James, Christopher M.
6
John, Kose
6
Jordan, Bradford D.
6
Karanasos, Menelaos
6
Karpoff, Jonathan M.
6
Kothari, S. P.
6
Kugler, Peter
6
MacDonald, Ronald
6
Mayers, David
6
Poulsen, Annette Brinch
6
Richardson, Matthew
6
Shleifer, Andrei
6
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Economics letters
Journal of empirical finance
Journal of financial economics
Journal of econometrics
19
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
The journal of finance : the journal of the American Finance Association
5
CFS working paper series
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
Financial Institutions Center
2
International economic review
2
Journal of applied econometrics
2
Journal of financial and quantitative analysis : JFQA
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 / Tinbergen Institute / 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
European financial management : the journal of the European Financial Management Association
1
International finance discussion papers
1
Journal of economic dynamics & control
1
Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international economics
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NBER reporter online
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Quantitative economics : QE ; journal of the Econometric Society
1
Queen's Economics Department working paper
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
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ECONIS (ZBW)
8
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
Equity clusters through the lens of realized semicorrelations
Bollerslev, Tim
;
Patton, Andrew J.
;
Zhang, Haozhe
- In:
Economics letters
211
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013172536
Saved in:
3
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
4
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
5
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
6
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
7
Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
Bollerslev, Tim
;
Cai, Jun
;
Song, Frank M.
- In:
Journal of empirical finance
7
(
2000
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10001511696
Saved in:
8
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
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