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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"
~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
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Volatility
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Bollerslev, Tim
Pesaran, M. Hashem
8
Dijk, Dick van
6
Marcellino, Massimiliano
6
Schotman, Peter C.
6
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5
Franses, Philip Hans
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3
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3
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Journal of applied econometrics
Journal of empirical finance
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
Journal of financial economics
5
The journal of finance : the journal of the American Finance Association
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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
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The review of economics and statistics
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Economic Research Initiatives at Duke (ERID) Working Paper
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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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International finance discussion papers
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Journal of economic dynamics & control
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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NBER reporter online
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Queen's Economics Department working paper
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Review of finance : journal of the European Finance Association
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Review of futures markets
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Symposium on forecasting and empirical methods in macroeconomics and finance
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ECONIS (ZBW)
4
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1
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:
2
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:
3
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:
4
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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