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~person:"Bollerslev, Tim"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Multi-volume publication"
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Schätzung
Börsenkurs
17
Share price
17
Volatility
14
Volatilität
14
Capital income
11
Estimation
11
Kapitaleinkommen
11
Risikoprämie
7
Risk premium
7
Forecasting model
6
High-frequency data
6
Prognoseverfahren
6
Theorie
4
Theory
4
USA
4
United States
4
Statistical distribution
3
Statistische Verteilung
3
Stochastic process
3
Stochastischer Prozess
3
Time series analysis
3
Zeitreihenanalyse
3
Ankündigungseffekt
2
Announcement effect
2
CAPM
2
Capital market returns
2
Estimation theory
2
Handelsvolumen der Börse
2
Jumps
2
Kapitalmarktrendite
2
Market microstructure
2
Marktmikrostruktur
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Return predictability
2
Schätztheorie
2
Trading volume
2
Variance risk premium
2
"Structural" factor GARCH
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Article in journal
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11
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Bollerslev, Tim
Gupta, Rangan
54
Zaremba, Adam
31
McMillan, David G.
27
Wohar, Mark E.
26
Narayan, Paresh Kumar
25
Tiwari, Aviral Kumar
24
Gil-Alaña, Luis A.
22
Pierdzioch, Christian
20
Caporale, Guglielmo Maria
17
Chiang, Thomas C.
17
Balcilar, Mehmet
16
Ma, Feng
15
Salisu, Afees A.
14
Bohl, Martin T.
13
Lee, Chien-chiang
13
Todorov, Viktor
13
Zhang, Yaojie
13
Cakici, Nusret
12
Jawadi, Fredj
12
Sehgal, Sanjay
12
Brooks, Robert
11
McAleer, Michael
11
Bouri, Elie
10
Demirer, Rıza
10
Li, Bin
10
Tauchen, George Eugene
10
Apergēs, Nikolaos
9
Li, Jia
9
Li, Yan
9
Ryu, Doojin
9
Wang, Yudong
9
Westerlund, Joakim
9
Xuan Vinh Vo
9
Yang, Chunpeng
9
Zhu, Huiming
9
Dai, Zhifeng
8
Kanas, Angelos
8
Long, Huaigang
8
Narayan, Seema
8
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Journal of financial economics
3
Journal of econometrics
2
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
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
1
The review of financial studies
1
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ECONIS (ZBW)
11
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
7
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:
8
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
9
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
10
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
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