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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~language:"nld"
~language:"pol"
~language:"zho"
~person:"Bollerslev, Tim"
~person:"Mitchell, Olivia S."
~subject:"Aktienmarkt"
~subject:"Developing countries"
~subject:"Foreign investment"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"Statistics"
~type_genre:"Textbook"
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Bollerslev, Tim
Mitchell, Olivia S.
Titman, Sheridan
13
Michaely, Roni
12
Fama, Eugene F.
11
French, Kenneth Ronald
11
Whaley, Robert E.
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Lakonishok, Josef
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6
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The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
85
Journal of econometrics
19
CFS working paper series
16
NBER working paper series
10
CREATES research paper
8
Financial Institutions Center
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Working papers / Financial Institutions Center
8
ERID working paper
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Journal of financial economics
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The American economic review
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SAFE working paper
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The review of economics and statistics
5
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CFS Working Paper
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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 pension economics and finance
3
The journal of risk and insurance : the journal of the American Risk and Insurance Association
3
Business economics : the journal of the National Association for Business Economists
2
Discussion paper / The Pensions Institute, Cass Business School, City University
2
ILR review : the journal of work and policy
2
International economic review
2
Journal of applied econometrics
2
Journal of empirical finance
2
Journal of financial and quantitative analysis : JFQA
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Journal of population economics
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National tax journal
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Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Economic Research Initiatives at Duke (ERID) Working Paper
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ECONIS (ZBW)
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1
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
2
Variance-ratio statistics and high-frequency data : testing for changes in intraday volatility patterns
Andersen, Torben
;
Bollerslev, Tim
;
Das, Ashish
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 305-327
Persistent link: https://www.econbiz.de/10001575072
Saved in:
3
Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
Saved in:
4
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 975-1005
Persistent link: https://www.econbiz.de/10001225624
Saved in:
5
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
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