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source:"econis"
~person:"Bollerslev, Tim"
~subject:"Estimation"
~subject:"United States"
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Estimation
United States
Capital income
81
Kapitaleinkommen
81
Volatility
70
Volatilität
70
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49
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49
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37
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Bollerslev, Tim
Gupta, Rangan
107
Zaremba, Adam
70
Campbell, John Y.
52
McMillan, David G.
50
Pierdzioch, Christian
46
Peri, Giovanni
42
Timmermann, Allan
40
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40
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39
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38
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37
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35
Diebold, Francis X.
34
Bohl, Martin T.
33
Ang, Andrew
32
Guidolin, Massimo
31
Goetzmann, William N.
30
Heckman, James J.
30
Guo, Hui
29
Pesaran, M. Hashem
29
Fitzenberger, Bernd
28
Hanushek, Eric Alan
28
McAleer, Michael
28
Warnock, Francis E.
28
Cakici, Nusret
27
Gil-Alaña, Luis A.
27
Rycx, François
27
Zhou, Guofu
27
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26
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25
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25
Hoesli, Martin
25
Nitschka, Thomas
25
Stulz, René M.
25
Todorov, Viktor
25
Ammann, Manuel
24
Ma, Feng
24
Poterba, James M.
24
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24
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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1
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
2
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
Saved in:
3
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
Saved in:
4
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
5
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
6
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
7
Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003586300
Saved in:
8
Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
Saved in:
9
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559404
Saved in:
10
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
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