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~isPartOf:"Journal of consumer research : JCR ; an interdisciplinary bimonthly"
~isPartOf:"Journal of econometrics"
~language:"bul"
~language:"eng"
~language:"hun"
~language:"msa"
~language:"spa"
~person:"Bollerslev, Tim"
~subject:"Konsumentenverhalten"
~subject:"Regression analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
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Konsumentenverhalten
Regression analysis
Volatility
Volatilität
19
Capital income
8
Estimation
8
Kapitaleinkommen
8
Schätzung
8
Theorie
7
Theory
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Bulgarian
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Bollerslev, Tim
Todorov, Viktor
17
Tauchen, George Eugene
15
Linton, Oliver
14
Phillips, Peter C. B.
13
Aït-Sahalia, Yacine
12
Andersen, Torben
11
Janiszewski, Chris A.
11
McAleer, Michael
11
Taylor, Robert
11
Chen, Songnian
10
Ghysels, Eric
9
Park, Joon Y.
9
Galvão Júnior, Antônio Fialho
8
Gao, Jiti
8
Krishna, Aradhna
8
Laran, Juliano
8
Meddahi, Nour
8
Su, Liangjun
8
Wyer, Robert S.
8
Xiu, Dacheng
8
Bagchi, Rajesh
7
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Robinson, Peter M.
7
Rucker, Derek D.
7
Shiv, Baba
7
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6
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6
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6
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6
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6
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6
Dufour, Jean-Marie
6
Fan, Jianqing
6
Hallin, Marc
6
Kim, Donggyu
6
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6
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6
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Journal of consumer research : JCR ; an interdisciplinary bimonthly
Journal of econometrics
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 applied econometrics
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
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
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Oxford bulletin of economics and statistics
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
1
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ECONIS (ZBW)
19
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1
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19
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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
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:
4
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:
5
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011610646
Saved in:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
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