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~language:"eng"
~language:"nor"
~language:"und"
~person:"Bollerslev, Tim"
~subject:"Stochastischer Prozess"
~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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Stochastischer Prozess
Volatility
55
Volatilität
55
Theorie
44
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44
Estimation
30
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30
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29
United States
29
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26
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Article in journal
Aufsatz im Buch
Collection of articles of several authors
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Bollerslev, Tim
Escudero, Laureano F.
40
McAleer, Michael
31
Escobar, Marcos
29
Elliott, Robert J.
26
Fabozzi, Frank J.
26
Phillips, Peter C. B.
26
Siu, Tak Kuen
26
Benth, Fred Espen
25
Gendreau, Michel
25
Carr, Peter
24
Hainaut, Donatien
23
Madan, Dilip B.
23
Asai, Manabu
22
Račev, Svetlozar T.
22
Wallace, Stein W.
22
Wong, Wing Keung
21
Cui, Zhenyu
20
Wong, Hoi Ying
20
Yu, Jun
20
Maggioni, Francesca
19
Todorov, Viktor
19
Tsionas, Efthymios G.
19
Shapiro, Alexander
18
Tauchen, George Eugene
18
Chiarella, Carl
17
Rossi, Roberto
17
Takahashi, Akihiko
16
Wang, Xingchun
16
Bayraktar, Erhan
15
Chan, Joshua
15
Eberlein, Ernst
15
Pichler, Alois
15
Post, Thierry
15
Tarim, S. Armagan
15
Chang, Hsu-Ling
14
Grasselli, Martino
14
Jeanblanc, Monique
14
Sen, Suvrajeet
14
Shen, Yang
14
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14
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Journal of econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The review of economic studies
1
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ECONIS (ZBW)
7
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1
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:
2
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:
3
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:
4
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:
5
Risk, jumps and diversification
Bollerslev, Tim
;
Law, Tzuo Hann
;
Tauchen, George Eugene
- In:
Journal of econometrics
144
(
2008
)
1
,
pp. 234-256
Persistent link: https://www.econbiz.de/10003723656
Saved in:
6
Leverage and volatility feedback effects in high-frequency data
Bollerslev, Tim
;
Litvinova, Julia
;
Tauchen, George Eugene
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 353-384
Persistent link: https://www.econbiz.de/10003354051
Saved in:
7
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
Saved in:
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