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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~language:"eng"
~language:"nor"
~person:"Bollerslev, Tim"
~source:"econis"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Bollerslev, Tim
Garcia, René
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Ardison, Kym
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Vicente, Jose
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Journal of financial econometrics : official journal of the Society for Financial 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
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International economic review
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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The review of economics and statistics
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The review of financial studies
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Economics letters
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European financial management : the journal of the European Financial Management Association
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Journal of financial econometrics
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NBER reporter online
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Quantitative economics : QE ; journal of the Econometric Society
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Review of finance : journal of the European Finance Association
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Symposium on forecasting and empirical methods in macroeconomics and finance
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Leverage and volatility feedback effects in high-frequency data
Bollerslev, Tim
;
Litvinova, Julia
;
Tauchen, George Eugene
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 353-384
Persistent link: https://www.econbiz.de/10003354051
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