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~language:"eng"
~language:"ita"
~language:"nor"
~language:"und"
~person:"Bollerslev, Tim"
~person:"Chéron, Arnaud"
~person:"Corsi, Fulvio"
~person:"Heckman, James J."
~subject:"ARCH-Modell"
~subject:"Arbeitsmarktpolitik"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
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ARCH-Modell
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170
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114
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114
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Bollerslev, Tim
Chéron, Arnaud
Corsi, Fulvio
Heckman, James J.
Gupta, Rangan
197
McMillan, David G.
109
Zaremba, Adam
106
Faff, Robert W.
99
Ma, Feng
98
Narayan, Paresh Kumar
96
Wohar, Mark E.
89
Bouri, Elie
82
Fabozzi, Frank J.
82
McAleer, Michael
77
Tiwari, Aviral Kumar
77
Lee, Cheng F.
74
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72
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71
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67
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63
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Xuan Vinh Vo
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Bali, Turan G.
58
Wang, Yudong
58
Pierdzioch, Christian
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Chiang, Thomas C.
55
Jarrow, Robert A.
54
Subrahmanyam, Avanidhar
54
Zhang, Yaojie
54
Demirer, Rıza
53
Hassan, M. Kabir
53
Satchell, Stephen
53
Cakici, Nusret
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Apergēs, Nikolaos
51
Xiong, Xiong
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50
Lucey, Brian M.
50
Sehgal, Sanjay
50
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49
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48
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The review of financial studies
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The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
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ECONIS (ZBW)
69
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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
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:
3
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:
4
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
Saved in:
5
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
6
Comment on: price discovery in high resolution
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 439-451
Persistent link: https://www.econbiz.de/10012654941
Saved in:
7
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
Saved in:
8
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
9
High-frequency lead-lag effects and cross-asset linkages : a multi-asset lagged adjustment model
Buccheri, Giuseppe
;
Corsi, Fulvio
;
Peluso, Stefano
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 605-621
Persistent link: https://www.econbiz.de/10012588002
Saved in:
10
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
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