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~isPartOf:"Journal of applied econometrics"
~language:"eng"
~person:"Bollerslev, Tim"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
~type_genre:"Textbook"
~type_genre:"Übersichtsarbeit"
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Volatilität
Theorie
4
Theory
4
Forecasting model
2
Prognoseverfahren
2
Volatility
2
ARCH model
1
ARCH-Modell
1
Capital income
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Article in journal
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Bollerslev, Tim
Hafner, Christian M.
3
Hansen, Peter Reinhard
3
Bauwens, Luc
2
Dijk, Dick van
2
Eisenstat, Eric
2
Franses, Philip Hans
2
Galvão, Ana Beatriz C.
2
Giannone, Domenico
2
Grier, Kevin
2
Henry, Ólan Thomas John
2
Laurent, Sébastien
2
Lunde, Asger
2
Marcellino, Massimiliano
2
Martin, Gael M.
2
Olekalns, Nilss
2
Petrella, Ivan
2
Shephard, Neil G.
2
Sheppard, Kevin
2
Shields, Kalvinder K.
2
Smith, Aaron D.
2
Voev, Valeri
2
Andersen, Torben
1
Andreou, Elena
1
Audrino, Francesco
1
Bali, Turan G.
1
Basistha, Arabinda
1
Baum, Christopher F.
1
Baumeister, Christiane
1
Beck, Günter W.
1
Bocart, Fabian Y. R.
1
Boneva, Lena
1
Caggiano, Giovanni
1
Caglayan, Mustafa
1
Carriero, Andrea
1
Castelnuovo, Efrem
1
Cavalcanti, Tiago
1
Chan, Joshua
1
Chang, Yoosoon
1
Chortareas, Georgios E.
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Journal of applied econometrics
Journal of econometrics
19
Journal of financial economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The journal of finance : the journal of the American Finance Association
3
International economic review
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
The review of economics and statistics
2
Economics letters
1
European financial management : the journal of the European Financial Management Association
1
Handbook of economic forecasting ; Vol. 1
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial 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
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The review of economic studies
1
The review of financial studies
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ECONIS (ZBW)
2
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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:
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