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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of empirical finance"
~language:"eng"
~language:"nld"
~language:"pol"
~language:"zho"
~person:"Bollerslev, Tim"
~person:"Giannone, Domenico"
~subject:"Aktienmarkt"
~subject:"Developing countries"
~subject:"Foreign investment"
~subject:"Immobilienpreis"
~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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Bollerslev, Tim
Giannone, Domenico
Pesaran, M. Hashem
8
Dijk, Dick van
6
Marcellino, Massimiliano
6
Schotman, Peter C.
6
Christiansen, Charlotte
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Journal of applied econometrics
Journal of empirical finance
Journal of econometrics
19
Working paper / National Bureau of Economic Research, Inc.
12
Discussion paper / Centre for Economic Policy Research
10
CREATES research paper
9
ERID working paper
8
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6
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5
The journal of finance : the journal of the American Finance Association
5
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4
The review of economics and statistics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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1
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Cahier / Départment de Sciences Économiques, Université de Montréal
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European financial management : the journal of the European Financial Management Association
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International journal of central banking : IJCB
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Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
Common factors of commodity prices
Delle Chiaie, Simona
;
Ferrara, Laurent
;
Giannone, Domenico
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 461-476
Persistent link: https://www.econbiz.de/10013186690
Saved in:
2
The effectiveness of non‐standard monetary policy measures : evidence from survey data
Altavilla, Carlo
;
Giannone, Domenico
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 952-964
Persistent link: https://www.econbiz.de/10011862294
Saved in:
3
Daily house price indices : construction, modeling, and longer-run predictions
Bollerslev, Tim
;
Patton, Andrew J.
;
Wang, Wenjing
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1005-1025
Persistent link: https://www.econbiz.de/10011686220
Saved in:
4
Macroeconomic forecasting and structural change
D'Agostino, Antonello
;
Gambetti, Luca
;
Giannone, Domenico
- In:
Journal of applied econometrics
28
(
2013
)
1
,
pp. 82-101
Persistent link: https://www.econbiz.de/10009733361
Saved in:
5
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
6
Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro) : the GARCH-NIG model
Forsberg, Lars
;
Bollerslev, Tim
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 535-548
Persistent link: https://www.econbiz.de/10001709314
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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