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~language:"eng"
~language:"nor"
~language:"und"
~person:"Bollerslev, Tim"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Stochastischer Prozess
Volatility
52
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52
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42
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42
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29
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29
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26
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Bollerslev, Tim
Escudero, Laureano F.
40
McAleer, Michael
31
Escobar, Marcos
29
Gendreau, Michel
27
Siu, Tak Kuen
25
Carr, Peter
24
Fabozzi, Frank J.
24
Hainaut, Donatien
24
Phillips, Peter C. B.
24
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23
Wallace, Stein W.
22
Asai, Manabu
21
Benth, Fred Espen
21
Madan, Dilip B.
21
Wong, Wing Keung
21
Cui, Zhenyu
20
Račev, Svetlozar T.
19
Todorov, Viktor
19
Tsionas, Efthymios G.
19
Wong, Hoi Ying
19
Yu, Jun
19
Shapiro, Alexander
18
Tauchen, George Eugene
18
Bayraktar, Erhan
17
Wang, Xingchun
17
Chan, Joshua
16
Maggioni, Francesca
16
Rossi, Roberto
16
Takahashi, Akihiko
16
Tarim, S. Armagan
16
Post, Thierry
15
Ulmer, Marlin Wolf
15
Chang, Hsu-Ling
14
Jeanblanc, Monique
14
Kim, Young Shin
14
Leung, Tim
14
Shen, Yang
14
Su, Chi-Wei
14
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13
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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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