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~person:"Bollerslev, Tim"
~person:"Heckman, James J."
~person:"Piazzesi, Monika"
~subject:"Arbeitsmarktpolitik"
~subject:"Börsenkurs"
~subject:"Decomposition method"
~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
Börsenkurs
Decomposition method
Kapitaleinkommen
Wirkungsanalyse
Theorie
150
Theory
150
USA
123
United States
123
Volatility
55
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55
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54
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54
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39
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37
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37
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29
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117
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117
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Bollerslev, Tim
Heckman, James J.
Piazzesi, Monika
Gupta, Rangan
208
Zaremba, Adam
110
Narayan, Paresh Kumar
101
Wohar, Mark E.
96
McMillan, David G.
89
Walwei, Ulrich
79
Tiwari, Aviral Kumar
73
Faff, Robert W.
71
Caporale, Guglielmo Maria
68
Ma, Feng
68
Bouri, Elie
66
Ryu, Doojin
65
Gil-Alaña, Luis A.
64
Pierdzioch, Christian
64
Schmid, Günther
64
Zhang, Wei
63
Hammoudeh, Shawkat
62
Schiereck, Dirk
61
Apergēs, Nikolaos
60
Madura, Jeff
59
Nguyen, Duc Khuong
59
Xuan Vinh Vo
58
Hassan, M. Kabir
57
Brooks, Robert
56
Zimmermann, Klaus F.
53
Caliendo, Marco
52
Chiang, Thomas C.
51
Chan, Kam C.
50
Subrahmanyam, Avanidhar
50
Timmermann, Allan
50
Demirer, Rıza
49
Xiong, Xiong
49
Lee, Chien-chiang
48
Salisu, Afees A.
48
Cakici, Nusret
46
Bali, Turan G.
45
Berthold, Norbert
45
Titman, Sheridan
45
Balcilar, Mehmet
44
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5
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4
Handbook of econometrics ; Vol. 6B
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NBER reporter online
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2
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2
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2
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2
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2
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1
Economic events, ideas, and policies : the 1960s and after
1
Economics of means-tested fransfer programs in the United States ; Volume II
1
European economic review : EER
1
European financial management : the journal of the European Financial Management Association
1
Handbook of labor economics ; Vol. 3A
1
Journal of applied econometrics
1
Journal of benefit-cost analysis : JBCA
1
Journal of financial econometrics
1
Journal of human resources : JHR
1
Journal of international economics
1
Journal of monetary 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
Research in economics : an international review of economics
1
Research in labor economics
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ECONIS (ZBW)
89
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1
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89
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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
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:
5
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:
6
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:
7
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:
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
Good volatility, bad volatility, and the cross section of stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Zhao, Bingzhi
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
3
,
pp. 751-781
Persistent link: https://www.econbiz.de/10012195617
Saved in:
10
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:
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