//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Bollerslev, Tim"
~person:"McAleer, Michael"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Bibliographie enthalten"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
28
Volatilität
28
Theorie
16
Theory
16
Estimation
11
Schätzung
11
Capital income
10
Kapitaleinkommen
10
Stochastic process
10
Stochastischer Prozess
10
Time series analysis
9
Zeitreihenanalyse
9
ARCH model
7
ARCH-Modell
7
Estimation theory
7
Forecasting model
7
Prognoseverfahren
7
Schätztheorie
7
Börsenkurs
5
Share price
5
USA
5
United States
5
Correlation
4
High-frequency data
4
Korrelation
4
Market microstructure
4
Marktmikrostruktur
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Statistical distribution
4
Statistische Verteilung
4
Stochastic volatility
4
Long memory
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Noise Trading
3
Noise trading
3
Realized volatility
3
Risikoprämie
3
Risk premium
3
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
Bibliographie enthalten
Aufsatz in Zeitschrift
41
Systematic review
1
Übersichtsarbeit
1
Language
All
English
Author
All
Bollerslev, Tim
McAleer, Michael
Phillips, Peter C. B.
64
Linton, Oliver
43
Lee, Lung-fei
35
Taylor, Robert
32
Li, Qi
28
Su, Liangjun
28
Ghysels, Eric
27
Pesaran, M. Hashem
27
Robinson, Peter M.
27
Park, Joon Y.
26
Aït-Sahalia, Yacine
23
Gao, Jiti
23
Gouriéroux, Christian
23
White, Halbert
23
Chen, Songnian
22
Chen, Xiaohong
22
Hsiao, Cheng
22
Swanson, Norman R.
22
Koop, Gary
21
Yu, Jun
21
Lewbel, Arthur
20
Renault, Eric
20
Schmidt, Peter
20
Timmermann, Allan
20
Todorov, Viktor
20
Bai, Jushan
19
Baltagi, Badi H.
19
Tauchen, George Eugene
19
Xiao, Zhijie
19
Andrews, Donald W. K.
18
Corradi, Valentina
18
Dufour, Jean-Marie
18
Horowitz, Joel
18
Fan, Yanqin
17
Granger, C. W. J.
17
Ng, Serena
17
Chib, Siddhartha
16
Hausman, Jerry A.
16
more ...
less ...
Published in...
All
Journal of econometrics
Journal of economic surveys
24
Econometric reviews
21
Journal of risk and financial management : JRFM
21
Annals of financial economics
16
Applied economics
13
International review of economics & finance : IREF
8
Energy economics
7
Risks : open access journal
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of finance : the journal of the American Finance Association
7
Econometric theory
6
Econometrics : open access journal
6
International journal of forecasting
6
Journal of applied econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
The review of economics and statistics
6
Applied financial economics
5
Economics letters
5
Journal of financial economics
5
Journal of forecasting
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Tourism economics : the business and finance of tourism and recreation
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Tourism management : research, policies, practice
4
International economic review
3
Journal of empirical finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of international money and finance
3
Managerial finance
3
The review of economic studies
3
Finance research letters
2
Journal of financial and quantitative analysis : JFQA
2
Journal of international economics
2
Journal of macroeconomics
2
Journal of time series econometrics
2
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
2
Oxford bulletin of economics and statistics
2
The American economic review
2
The econometrics journal
2
more ...
less ...
Source
All
ECONIS (ZBW)
41
Showing
1
-
10
of
41
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
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
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
Saved in:
8
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:
9
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
10
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->