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~isPartOf:"China economic review : an international journal"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~person:"Bollerslev, Tim"
~person:"Callaway, Brantly"
~person:"Kim, Donggyu"
~subject:"Produktivität"
~subject:"Schätztheorie"
~subject:"United States"
~subject:"Volatility"
~subject:"Volatilität"
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Produktivität
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Bollerslev, Tim
Callaway, Brantly
Kim, Donggyu
Todorov, Viktor
13
Slottje, Daniel Jonathan
8
Tauchen, George Eugene
8
Koop, Gary
6
Linton, Oliver
6
Park, Joon Y.
6
Sickles, Robin C.
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Yang, Chih-Hai
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Baltagi, Badi H.
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4
Canova, Fabio
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Chen, Xiaohong
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4
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Francq, Christian
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Lu, Xun
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China economic review : an international journal
Journal of econometrics
Journal of economic dynamics & control
Working paper / National Bureau of Economic Research, Inc.
7
Finance and economics discussion series
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of financial economics
5
CFS working paper series
4
CREATES research paper
4
NBER Working Paper
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4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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3
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Journal of empirical finance
2
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KAIST College of Business Working Paper Series No
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The review of economics and statistics
2
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2
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1
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1
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1
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Econometric analysis of financial and economic time series ; part B
1
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Financial markets and asset pricing
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Handbook of economic forecasting ; 1
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Journal of applied econometrics
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Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics
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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
Order flow and the bid-ask spread : an empirical probability model of screen-based trading
Bollerslev, Tim
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1471-1491
Persistent link: https://www.econbiz.de/10001222036
Saved in:
3
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:
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
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
7
Bounds on distributional treatment effect parameters using panel data with an application on job displacement
Callaway, Brantly
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 861-881
Persistent link: https://www.econbiz.de/10012619802
Saved in:
8
Difference-in-differences with multiple time periods
Callaway, Brantly
;
Sant'Anna, Pedro H. C.
- In:
Journal of econometrics
225
(
2021
)
2
,
pp. 200-230
Persistent link: https://www.econbiz.de/10013275434
Saved in:
9
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:
10
Structured volatility matrix
estimation
for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
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