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~language:"bos"
~language:"bul"
~language:"eng"
~language:"spa"
~person:"Bollerslev, Tim"
~subject:"Konsumentenverhalten"
~subject:"Share price"
~subject:"Volatility"
~subject:"Wirtschaftswachstum"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Mikroform"
~type_genre:"Ratgeber"
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Konsumentenverhalten
Share price
Volatility
Wirtschaftswachstum
Volatilität
51
Theorie
40
Theory
40
Estimation
29
Schätzung
29
Capital income
26
Kapitaleinkommen
26
USA
25
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25
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20
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20
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17
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17
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17
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15
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15
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14
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14
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12
Risk premium
12
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10
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Amtsdruckschrift
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Bollerslev, Tim
Gupta, Rangan
256
Tiwari, Aviral Kumar
130
Han, Heesup
115
Narayan, Paresh Kumar
108
Shahbaz, Muhammad
108
Odhiambo, Nicholas M.
107
Bouri, Elie
104
Ma, Feng
104
Hammoudeh, Shawkat
101
Mattila, Anna S.
98
Pradhan, Rudra Prakash
97
McMillan, David G.
96
Apergēs, Nikolaos
92
Wohar, Mark E.
89
Bahmani-Oskooee, Mohsen
86
McAleer, Michael
80
Caporale, Guglielmo Maria
79
Lee, Chien-chiang
79
Lusk, Jayson L.
76
Xuan Vinh Vo
75
Gil-Alaña, Luis A.
74
Phau, Ian
73
Ryu, Doojin
70
Zaremba, Adam
70
Khare, Arpita
69
Pierdzioch, Christian
69
Balcilar, Mehmet
67
Hassan, M. Kabir
65
Mensi, Walid
64
Dwivedi, Yogesh Kumar
63
Jang, Soocheong
63
Nayga, Rodolfo M.
63
Kang, Sang Hoon
62
Loureiro, Sandra Maria Correia
62
Salisu, Afees A.
62
Septianto, Felix
61
Grewal, Dhruv
60
Zhang, Wei
60
Lucey, Brian M.
57
Belk, Russell W.
56
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Journal of econometrics
19
Journal of financial economics
5
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
International economic review
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
Journal of financial and quantitative analysis : JFQA
2
The review of economics and statistics
2
The review of financial studies
2
Economics letters
1
European financial management : the journal of the European Financial Management Association
1
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1
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NBER reporter online
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Oxford bulletin of economics and statistics
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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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ECONIS (ZBW)
55
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11
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:
12
Risk everywhere : modeling and managing volatility
Bollerslev, Tim
;
Hood, Benjamin
;
Huss, John
;
Pedersen, …
- In:
The review of financial studies
31
(
2018
)
7
,
pp. 2729-2773
Persistent link: https://www.econbiz.de/10011927185
Saved in:
13
Volume, volatility, and public news announcements
Bollerslev, Tim
;
Li, Jia
;
Xue, Yuan
- In:
The review of economic studies
85
(
2018
)
4/305
,
pp. 2005-2041
Persistent link: https://www.econbiz.de/10012263342
Saved in:
14
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:
15
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
16
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:
17
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
18
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
19
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:
20
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:
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