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~isPartOf:"China economic review : an international journal"
~isPartOf:"Journal of econometrics"
~person:"Bollerslev, Tim"
~person:"Xu, Zhaoyuan"
~subject:"Produktivität"
~subject:"United States"
~subject:"Volatility"
~subject:"Volatilität"
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Produktivität
United States
Volatility
Volatilität
Estimation
8
Schätzung
8
Capital income
5
Kapitaleinkommen
5
China
4
High-frequency data
4
Time series analysis
4
Zeitreihenanalyse
4
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3
ARCH-Modell
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Stochastic process
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Bollerslev, Tim
Xu, Zhaoyuan
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
4
Diebold, Francis X.
4
Engle, Robert F.
4
McAleer, Michael
4
Steel, Mark F. J.
4
Atkinson, Scott Estes
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.
3
Mroz, Thomas A.
3
Patton, Andrew J.
3
Pesaran, M. Hashem
3
Ryu, Hang-keun
3
Serletis, Apostolos
3
Slesnick, Daniel T.
3
Timmermann, Allan
3
Wang, Yazhen
3
Xiu, Dacheng
3
Yashiro, Naomitsu
3
Yu, Linhui
3
Zakoïan, Jean-Michel
3
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China economic review : an international journal
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
6
Finance and economics discussion series
5
Journal of financial economics
5
CFS working paper series
4
CREATES research paper
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
NBER Working Paper
4
NBER working paper series
4
The journal of finance : the journal of the American Finance Association
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Working papers / Financial Institutions Center
3
ERID working paper
2
Journal of empirical finance
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
1
American economic review
1
CREATES Research Paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Tinbergen Institute
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Econometric analysis of financial and economic time series ; part B
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Economics of innovation and new technology
1
Financial markets and asset pricing
1
Handbook of economic forecasting ; 1
1
International economic review
1
International finance discussion papers
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Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of international economics
1
RIETI discussion paper series
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1
Does agglomeration promote internationalization of Chinese firms?
Itō, Banri
;
Xu, Zhaoyuan
;
Yashiro, Naomitsu
- In:
China economic review : an international journal
34
(
2015
),
pp. 109-121
Persistent link: https://www.econbiz.de/10011458908
Saved in:
2
How do Chinese industries benefit from FDI spillovers?
Itō, Banri
;
Yashiro, Naomitsu
;
Xu, Zhaoyuan
;
Chen, Xiaohong
- In:
China economic review : an international journal
23
(
2012
)
2
,
pp. 342-356
Persistent link: https://www.econbiz.de/10009669762
Saved in:
3
Agglomeration and
productivity
in
China
: firm level evidence
Hu, Cui
;
Xu, Zhaoyuan
;
Yashiro, Naomitsu
- In:
China economic review : an international journal
33
(
2015
),
pp. 50-66
Persistent link: https://www.econbiz.de/10011457986
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
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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