Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Using Daily Range Data to Cali...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Börsenkurs
1
Capital income
1
Cointegration
1
Estimation
1
Forecasting model
1
High-frequency data
1
Kapitaleinkommen
1
Kointegration
1
Long-memory and fractional cointegration
1
Prognoseverfahren
1
Realized and options implied volatilities
1
Return predictability
1
Risikoprämie
1
Risk premium
1
Schätzung
1
Share price
1
Time series analysis
1
Volatility
1
Volatility risk premium
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
Bollerslev, Tim
2
Osterrieder, Daniela
2
Sizova, Natalia
2
Tauchen, George
1
Tauchen, George Eugene
1
Published in...
All
Journal of financial economics
Journal of econometrics
52
Working Papers / Duke University, Department of Economics
35
Journal of Econometrics
33
ERID working paper
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Economic Research Initiatives at Duke (ERID) Working Paper
13
Journal of Business & Economic Statistics
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
CREATES Research Papers
6
The review of financial studies
6
Working paper series economics and econometrics
5
Econometric theory
4
Econometrica
4
Finance and economics discussion series
4
Journal of economic dynamics & control
4
The review of economics and statistics
4
An Elgar reference collection
3
Economic Research Initiatives at Duke (ERID) Working Paper Series
3
Economics letters
3
Journal of the American Statistical Association : JASA
3
Macroeconomic dynamics
3
The international library of critical writings in econometrics
3
Annals of applied econometrics
2
CIRANO Working Papers
2
CREATES research paper
2
Diskussionsbeiträge / Volkswirtschaftliches Institut Bern, Abteilung für Angewandte Mikroökonomie
2
Econometric Theory
2
Econometrics
2
Economics Letters
2
FEDS Working Paper
2
Faculty research papers / The Fuqua School of Business, Duke University
2
Finance and Economics Discussion Series
2
Forschungsbericht / Institut für Höhere Studien und Wissenschaftliche Forschung, Wien
2
Functional structure and approximation in econometrics
2
Journal of Economic Dynamics and Control
2
Journal of Financial Econometrics
2
Journal of empirical finance
2
Journal of the American Statistical Association
2
more ...
less ...
Source
All
ECONIS (ZBW)
1
OLC EcoSci
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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/10010104762
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
