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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:"Kim, Donggyu"
~person:"Koop, Gary"
~subject:"Produktivität"
~subject:"Schätztheorie"
~subject:"United States"
~subject:"Volatility"
~subject:"Volatilität"
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Produktivität
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United States
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Estimation
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21
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12
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12
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Bollerslev, Tim
Kim, Donggyu
Koop, Gary
Todorov, Viktor
13
Slottje, Daniel Jonathan
8
Tauchen, George Eugene
8
Linton, Oliver
6
Park, Joon Y.
6
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3
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3
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3
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China economic review : an international journal
Journal of econometrics
Journal of economic dynamics & control
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Strathclyde discussion papers in economics
9
Working paper / National Bureau of Economic Research, Inc.
6
Finance and economics discussion series
5
Journal of financial economics
5
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4
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4
International economic review
4
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4
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4
NBER Working Paper
4
NBER working paper series
4
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3
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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3
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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
National Institute economic review : journal of the National Institute of Economic and Social Research
2
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2
The econometrics journal
2
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2
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2
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2
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ECONIS (ZBW)
22
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22
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1
A Bayesian analysis of multiple-output production frontiers
Fernández, Carmen
;
Koop, Gary
;
Steel, Mark F. J.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 47-79
Persistent link: https://www.econbiz.de/10001497678
Saved in:
2
Alternative efficiency measures for multiple-output production
Fernández, Carmen
;
Koop, Gary
;
Steel, Mark F. J.
- In:
Journal of econometrics
126
(
2005
)
2
,
pp. 411-444
Persistent link: https://www.econbiz.de/10002647874
Saved in:
3
Bayesian efficiency analysis through individual effects : hospital cost frontiers
Koop, Gary
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 77-105
Persistent link: https://www.econbiz.de/10001211369
Saved in:
4
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:
5
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:
6
Parameter uncertainty and impulse response analysis
Koop, Gary
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 135-149
Persistent link: https://www.econbiz.de/10001198021
Saved in:
7
Current developments in
productivity
and efficiency measurement
Dorfman, Jeffrey H.
(
contributor
);
Koop, Gary
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002647720
Saved in:
8
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:
9
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:
10
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:
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