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~language:"eng"
~language:"ita"
~language:"nor"
~language:"und"
~person:"Bollerslev, Tim"
~person:"Heckman, James J."
~subject:"Arbeitsmarktpolitik"
~subject:"Kapitaleinkommen"
~subject:"Wirkungsanalyse"
~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
Theorie
143
Theory
143
USA
110
United States
110
Volatility
55
Volatilität
55
Estimation
53
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53
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38
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36
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36
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26
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24
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24
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110
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63
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Bollerslev, Tim
Heckman, James J.
Gupta, Rangan
157
Zaremba, Adam
101
Narayan, Paresh Kumar
71
Wohar, Mark E.
71
McMillan, David G.
68
Bouri, Elie
48
Faff, Robert W.
48
Tiwari, Aviral Kumar
48
Ma, Feng
45
Apergēs, Nikolaos
43
Bali, Turan G.
41
Cakici, Nusret
41
Hassan, M. Kabir
41
Nguyen, Duc Khuong
41
Demirer, Rıza
40
Xuan Vinh Vo
40
Caliendo, Marco
39
Pierdzioch, Christian
39
Zhang, Wei
39
Caporale, Guglielmo Maria
38
Brooks, Robert
37
Chiang, Thomas C.
37
Gil-Alaña, Luis A.
37
Lechner, Michael
37
Fletcher, Jonathan
36
Wang, Yudong
36
Balcilar, Mehmet
34
Böhringer, Christoph
34
Kutan, Ali Mustafa
34
Sehgal, Sanjay
34
Snower, Dennis J.
33
Titman, Sheridan
33
Hammoudeh, Shawkat
32
Lee, Chien-chiang
32
Fabozzi, Frank J.
31
Timmermann, Allan
31
Lucey, Brian M.
30
Ryu, Doojin
30
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Journal of econometrics
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5
Journal of financial economics
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The American economic review
4
The review of economics and statistics
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Handbook of econometrics ; Vol. 6B
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Annual review of economics
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Economics of means-tested fransfer programs in the United States ; Volume II
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of human resources : JHR
1
Journal of international economics
1
Journal of labor economics
1
Journal of public economics
1
Knowledge, information, and expectations in modern macroeconomics : in honor of Edmund S. Phelps
1
Labour economics : official journal of the European Association of Labour Economists
1
NBER reporter online
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Research in economics : an international review of economics
1
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1
Review of finance : journal of the European Finance Association
1
Southern economic journal
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Symposium on forecasting and empirical methods in macroeconomics and finance
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The econometrics of panel data : fundamentals and recent developments in theory and practice ; with 13 figures and 43 tables
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ECONIS (ZBW)
73
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73
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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
The econometric model for causal policy analysis
Heckman, James J.
;
Pinto, Rodrigo
- In:
Annual review of economics
14
(
2022
),
pp. 893-923
Persistent link: https://www.econbiz.de/10014428471
Saved in:
3
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:
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
Three criteria for evaluating social programs
García García-Menéndez, Jorge Luis
;
Heckman, James J.
- In:
Journal of benefit-cost analysis : JBCA
13
(
2022
)
3
,
pp. 281-286
Persistent link: https://www.econbiz.de/10013469942
Saved in:
7
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:
8
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
9
Quantifying the life-cycle benefits of an influential early-childhood program
García García-Menéndez, Jorge Luis
;
Heckman, James J.
; …
- In:
Journal of political economy
128
(
2020
)
7
,
pp. 2502-2541
Persistent link: https://www.econbiz.de/10012417200
Saved in:
10
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
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