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~isPartOf:"International economic review"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~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"
~subject:"Wechselkurs"
~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
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Bollerslev, Tim
McAleer, Michael
52
Neely, Christopher J.
28
Mignon, Valérie
27
Owyang, Michael T.
25
Kapetanios, George
24
Mumtaz, Haroon
24
Guo, Hui
23
Wheelock, David C.
23
Wen, Yi
21
Bloom, Nicholas
19
Garrett, Thomas Andrew
19
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19
Chang, Chia-Lin
18
Manera, Matteo
16
Stavins, Robert N.
16
Guidolin, Massimo
15
McGrattan, Ellen R.
14
Piger, Jeremy Max
14
Anderson, Richard G.
13
Bénassy-Quéré, Agnès
13
Davis, Steven J.
13
Wall, Howard J.
13
Garriga, Carlos
12
Reed, W. Robert
11
Contessi, Silvio
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Coudert, Virginie
10
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10
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10
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Wheeler, Christopher H.
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Athey, Susan
9
Bandyopadhyay, Subhayu
9
Farber, Henry S.
9
Karanassou, Marika
9
Krueger, Alan B.
9
Marcellino, Massimiliano
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International economic review
Journal of economic dynamics & control
Journal of financial and quantitative analysis : JFQA
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Journal of econometrics
21
Working paper / National Bureau of Economic Research, Inc.
12
CREATES research paper
8
ERID working paper
7
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7
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6
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Economics letters
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European financial management : the journal of the European Financial Management Association
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Handbook of economic forecasting ; Vol. 1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
7
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1
Good volatility, bad volatility, and the cross section of stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Zhao, Bingzhi
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
3
,
pp. 751-781
Persistent link: https://www.econbiz.de/10012195617
Saved in:
2
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
3
Analytical evaluation of volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
International economic review
45
(
2004
)
4
,
pp. 1079-1110
Persistent link: https://www.econbiz.de/10002427616
Saved in:
4
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
5
Order flow and the bid-ask spread : an empirical probability model of screen-based trading
Bollerslev, Tim
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1471-1491
Persistent link: https://www.econbiz.de/10001222036
Saved in:
6
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:
7
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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