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~isPartOf:"China economic review : an international journal"
~isPartOf:"Journal of econometrics"
~person:"Bollerslev, Tim"
~person:"Pesaran, M. Hashem"
~subject:"Produktivität"
~subject:"United States"
~subject:"Volatility"
~subject:"Volatilität"
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Produktivität
United States
Volatility
Volatilität
Estimation
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Schätzung
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Time series analysis
6
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6
Zeitreihenanalyse
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Bollerslev, Tim
Pesaran, M. Hashem
Todorov, Viktor
13
Slottje, Daniel Jonathan
8
Tauchen, George Eugene
7
Sickles, Robin C.
6
Yang, Chih-Hai
6
Aït-Sahalia, Yacine
5
Kim, Donggyu
5
Koop, Gary
5
Li, Jia
5
Park, Joon Y.
5
Andersen, Torben
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Diebold, Francis X.
4
Engle, Robert F.
4
McAleer, Michael
4
Steel, Mark F. J.
4
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3
Berndt, Ernst R.
3
Chen, Xiaohong
3
Diewert, Walter E.
3
Francq, Christian
3
Ghysels, Eric
3
Jorgenson, Dale Weldeau
3
Klaauw, Wilbert van der
3
Klein, Lawrence Robert
3
Lu, Yi
3
Morrison, Catherine J.
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Mroz, Thomas A.
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Patton, Andrew J.
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Ryu, Hang-keun
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Timmermann, Allan
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Wang, Yazhen
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Xiu, Dacheng
3
Xu, Zhaoyuan
3
Yashiro, Naomitsu
3
Yu, Linhui
3
Zakoïan, Jean-Michel
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China economic review : an international journal
Journal of econometrics
CESifo working papers
18
Cambridge working papers in economics
11
Journal of applied econometrics
8
Working paper / National Bureau of Economic Research, Inc.
6
Finance and economics discussion series
5
Journal of financial economics
5
The journal of finance : the journal of the American Finance Association
5
CESifo Working Paper
4
CFS working paper series
4
CREATES research paper
4
Discussion paper series / IZA
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of empirical finance
4
NBER Working Paper
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NBER working paper series
4
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4
DAE working paper
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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
3
CAMA working paper series
2
CESifo Working Paper Series
2
DNB working paper
2
Discussion paper / Centre for Economic Policy Research
2
Discussion papers in economics
2
ERID working paper
2
International journal of forecasting
2
Journal of economic dynamics & control
2
The review of economics and statistics
2
The review of financial studies
2
Working papers / Rodney L. White Center for Financial Research
2
Advanced texts in econometrics
1
American Economic Review papers and proceedings
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American economic review
1
CEA_372Cass working paper series
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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CREATES Research Paper
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Cahier / Départment de Sciences Économiques, Université de Montréal
1
Cambridge-INET working papers
1
Discussion paper / Department of Economics, University of California San Diego
1
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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
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:
4
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:
5
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:
6
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:
7
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:
8
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
9
A spatio-temporal model of house prices in the
USA
Holly, Sean
;
Pesaran, M. Hashem
;
Yamagata, Takashi
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10008826865
Saved in:
10
Dynamic
estimation
of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Bollerslev, Tim
;
Gibson, Michael S.
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 235-245
Persistent link: https://www.econbiz.de/10009242522
Saved in:
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