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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~language:"eng"
~language:"est"
~language:"ron"
~person:"Bollerslev, Tim"
~subject:"Behavioural finance"
~subject:"EU countries"
~subject:"Entwicklungsländer"
~subject:"High-frequency data"
~subject:"Lieferkette"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel"
~subject:"Risiko"
~subject:"Schätzung"
~subject:"Theory"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Handbuch"
~type_genre:"Übersichtsarbeit"
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Bollerslev, Tim
Phillips, Peter C. B.
47
Linton, Oliver
36
Su, Liangjun
34
Koop, Gary
30
Li, Qi
30
Pesaran, M. Hashem
29
Ghysels, Eric
28
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27
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22
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21
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21
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20
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20
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19
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19
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19
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19
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19
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19
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18
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18
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18
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18
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17
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17
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16
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16
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16
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16
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16
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15
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15
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15
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15
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15
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15
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Management science : journal of the Institute for Operations Research and the Management Sciences
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
4
Journal of applied econometrics
4
The journal of finance : the journal of the American Finance Association
4
Journal of empirical finance
3
Journal of international money and finance
3
The review of economics and statistics
3
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2
Journal of international economics
2
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2
The review of financial studies
2
American economic review
1
Econometric reviews
1
Economics letters
1
European financial management : the journal of the European Financial Management Association
1
Handbook of economic forecasting ; Vol. 1
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of time series econometrics
1
NBER reporter online
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Quantitative economics : QE ; journal of the Econometric Society
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
1
The American economic review
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ECONIS (ZBW)
21
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1
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
2
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
3
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
4
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
5
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
6
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
7
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
8
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
9
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
10
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Bollerslev, Tim
;
Gibson, Michael S.
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 235-245
Persistent link: https://www.econbiz.de/10009242522
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