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~language:"eng"
~language:"nor"
~language:"und"
~person:"Bollerslev, Tim"
~subject:"Kapitaleinkommen"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Kapitaleinkommen
Wirkungsanalyse
Volatility
55
Volatilität
55
Theorie
44
Theory
44
Estimation
30
Schätzung
30
USA
29
United States
29
Capital income
26
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21
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21
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20
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20
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19
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19
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16
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Article in journal
Aufsatz im Buch
Collection of articles of several authors
Übersichtsarbeit
Arbeitspapier
41
Working Paper
41
Graue Literatur
38
Non-commercial literature
38
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30
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Bollerslev, Tim
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
Pierdzioch, Christian
39
Zhang, Wei
39
Caporale, Guglielmo Maria
38
Brooks, Robert
37
Chiang, Thomas C.
37
Fletcher, Jonathan
36
Gil-Alaña, Luis A.
36
Heckman, James J.
36
Wang, Yudong
36
Balcilar, Mehmet
34
Böhringer, Christoph
34
Kutan, Ali Mustafa
34
Sehgal, Sanjay
34
Caliendo, Marco
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
Umar, Zaghum
30
Zhou, Guofu
30
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Journal of econometrics
8
Journal of financial economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
The American economic review
2
The review of economics and statistics
2
Economics letters
1
International economic review
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of international economics
1
NBER reporter online
1
Review of finance : journal of the European Finance Association
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The review of economic studies
1
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ECONIS (ZBW)
30
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30
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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