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~isPartOf:"China economic review : an international journal"
~isPartOf:"Handbook of economic forecasting ; 1"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~person:"Bollerslev, Tim"
~subject:"Produktivität"
~subject:"United States"
~subject:"Volatility"
~subject:"Volatilität"
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Produktivität
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Bollerslev, Tim
Todorov, Viktor
17
Stulz, René M.
14
DeAngelo, Harry
11
DeAngelo, Linda
11
Denis, David J.
8
Longstaff, Francis A.
8
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Kothari, S. P.
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Diebold, Francis X.
5
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China economic review : an international journal
Handbook of economic forecasting ; 1
Journal of econometrics
Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
6
Finance and economics discussion series
5
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4
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Econometric analysis of financial and economic time series ; part B
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Symposium on forecasting and empirical methods in macroeconomics and finance
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1
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:
2
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:
3
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:
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
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:
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
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:
8
High-dimensional multivariate realized volatility
estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
9
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:
10
Chapter 15 Volatility and Correlation Forecasting
Andersen, Torben G.
;
Bollerslev, Tim
;
Christoffersen, …
-
2006
forecasts in portfolio allocation to density forecasting in risk
management
. Sections 3–5 present a variety of alternative …
Persistent link: https://www.econbiz.de/10014023691
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