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~language:"eng"
~language:"ita"
~language:"nor"
~language:"und"
~person:"Balcilar, Mehmet"
~person:"Bollerslev, Tim"
~subject:"Arbeitsmarktpolitik"
~subject:"Kapitaleinkommen"
~subject:"Wirkungsanalyse"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
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Arbeitsmarktpolitik
Kapitaleinkommen
Wirkungsanalyse
Zeitreihenanalyse
Volatility
91
Volatilität
91
Estimation
79
Schätzung
79
USA
56
United States
56
Theorie
54
Theory
54
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51
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51
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51
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47
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42
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36
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Aufsatz im Buch
Collection of articles of several authors
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90
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50
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Balcilar, Mehmet
Bollerslev, Tim
Gupta, Rangan
215
Gil-Alaña, Luis A.
196
Zaremba, Adam
102
Phillips, Peter C. B.
95
Caporale, Guglielmo Maria
89
Wohar, Mark E.
88
Tiwari, Aviral Kumar
86
Franses, Philip Hans
84
Narayan, Paresh Kumar
82
McMillan, David G.
78
Taylor, Robert
63
Moosa, Imad A.
61
Leybourne, Stephen James
56
McAleer, Michael
55
Apergēs, Nikolaos
54
Harvey, Andrew C.
53
Ma, Feng
52
Bouri, Elie
51
Koopman, Siem Jan
51
Perron, Pierre
51
Teräsvirta, Timo
51
Hendry, David F.
50
Chang, Tsangyao
49
Faff, Robert W.
49
Nguyen, Duc Khuong
46
Lee, Chien-chiang
45
Heckman, James J.
44
Pierdzioch, Christian
44
Hammoudeh, Shawkat
43
Hassan, M. Kabir
43
Mills, Terence C.
43
Timmermann, Allan
43
Wang, Yudong
43
Brooks, Robert
42
Xuan Vinh Vo
42
Zhang, Wei
42
Bali, Turan G.
41
Cakici, Nusret
41
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Journal of econometrics
11
International review of economics & finance : IREF
6
Journal of financial economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Energy economics
3
Economics / Journal articles : the open-access, open-assessment journal
2
Empirica : journal of european economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economics and finance
2
Research in international business and finance
2
The American economic review
2
The journal of real estate finance and economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The review of economics and statistics
2
Applied financial economics
1
Economic modelling
1
Economic systems
1
Economics letters
1
Emerging markets review
1
Finance research letters
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Handbook of econometrics ; Vol. 4
1
International economic review
1
International journal of finance & economics : IJFE
1
International journal of production economics
1
Journal of applied econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international economics
1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
1
Journal of time series econometrics
1
NBER reporter online
1
Open economies review
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review of finance : journal of the European Finance Association
1
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ECONIS (ZBW)
91
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1
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91
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
3
Effectiveness of monetary policy under the high and low economic uncertainty states : evidence from the major Asian economies
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
;
Ozdemir, Huseyin
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
4
,
pp. 1741-1769
Persistent link: https://www.econbiz.de/10013440430
Saved in:
4
Equity clusters through the lens of realized semicorrelations
Bollerslev, Tim
;
Patton, Andrew J.
;
Zhang, Haozhe
- In:
Economics letters
211
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013172536
Saved in:
5
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
6
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:
7
The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
;
Ozdemir, Huseyin
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014225739
Saved in:
8
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:
9
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
10
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
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