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~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:"Lieferkette"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel"
~subject:"Risiko"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Case study"
~type_genre:"Handbuch"
~type_genre:"Übersichtsarbeit"
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Behavioural finance
EU countries
Entwicklungsländer
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Nichtparametrisches Verfahren
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Risiko
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USA
Volatility
19
Volatilität
19
Capital income
8
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8
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8
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7
Theory
7
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6
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Analysis of variance
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CAPM
2
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Bollerslev, Tim
Linton, Oliver
27
Su, Liangjun
23
Chen, Xiaohong
18
Phillips, Peter C. B.
18
Gao, Jiti
17
Pesaran, M. Hashem
17
Li, Qi
15
Robinson, Peter M.
15
Todorov, Viktor
15
Lewbel, Arthur
14
Hsiao, Cheng
13
Baltagi, Badi H.
12
Simar, Léopold
12
Chen, Songnian
10
Fan, Yanqin
10
Florens, Jean-Pierre
10
Sasaki, Yuya
10
Slottje, Daniel Jonathan
10
Aït-Sahalia, Yacine
9
Bai, Jushan
9
Hoderlein, Stefan
9
Koop, Gary
9
Li, Degui
9
Tauchen, George Eugene
9
White, Halbert
9
Xiao, Zhijie
9
Cai, Zongwu
8
Horowitz, Joel
8
Hu, Yingyao
8
Lee, Lung-fei
8
Li, Kunpeng
8
Netessine, Serguei
8
Park, Joon Y.
8
Racine, Jeffrey
8
Schmidt, Peter
8
Sickles, Robin C.
8
Westerlund, Joakim
8
Yamagata, Takashi
8
Andersen, Torben
7
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Journal of econometrics
Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of financial economics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The journal of finance : the journal of the American Finance Association
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of empirical finance
3
Journal of applied econometrics
2
The review of economics and statistics
2
The review of financial studies
2
American economic review
1
European financial management : the journal of the European Financial Management Association
1
International economic review
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of international economics
1
Journal of international money and finance
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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The review of economic studies
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Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
10
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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
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:
6
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:
7
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:
8
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:
9
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
Saved in:
10
Long-term equity anticipation securities and stock market volatility dynamics
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10001400092
Saved in:
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