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~language:"eng"
~language:"glg"
~person:"Bollerslev, Tim"
~subject:"New institutional economics"
~subject:"Schätzung"
~subject:"Umweltbewertung"
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New institutional economics
Schätzung
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Bollerslev, Tim
Caporale, Guglielmo Maria
173
Gil-Alaña, Luis A.
132
Gupta, Rangan
120
Heckman, James J.
101
Pesaran, M. Hashem
89
Hautsch, Nikolaus
72
Koopman, Siem Jan
68
Acemoglu, Daron
61
Marcellino, Massimiliano
59
Belke, Ansgar
58
Blundell, Richard W.
58
Belzil, Christian
56
Hamermesh, Daniel S.
56
Härdle, Wolfgang
52
Kilian, Lutz
52
McAleer, Michael
52
Timmermann, Allan
51
Bahmani-Oskooee, Mohsen
50
Basu, Susanto
50
Pierdzioch, Christian
50
Van Reenen, John
48
Herwartz, Helmut
46
Gil-Alana, Luis A.
45
Diebold, Francis X.
43
Karanassou, Marika
43
Castelnuovo, Efrem
42
Eickmeier, Sandra
42
Buch, Claudia M.
41
Chinn, Menzie David
41
Miller, Stephen M.
40
Serletis, Apostolos
40
Feenstra, Robert C.
39
Schorfheide, Frank
39
Engle, Robert F.
38
Neumark, David
38
Cheung, Yin-Wong
37
Christiano, Lawrence J.
37
Glaeser, Edward L.
37
Malley, James R.
36
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1
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
2
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
3
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559410
Saved in:
4
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
5
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406434
Saved in:
6
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
7
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
8
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
9
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
10
Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
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