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~language:"eng"
~person:"Bollerslev, Tim"
~subject:"Geldpolitik"
~subject:"Kapitaleinkommen"
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Geldpolitik
Kapitaleinkommen
Schätzung
70
Estimation
69
Volatility
62
Volatilität
62
USA
58
United States
57
Capital income
40
Theorie
36
Theory
36
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27
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27
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27
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27
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26
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26
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19
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19
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18
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12
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12
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12
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11
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11
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11
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11
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10
Großbritannien
10
High-frequency data
10
Japan
10
Portfolio selection
10
United Kingdom
10
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9
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Bollerslev, Tim
Gupta, Rangan
131
Bordo, Michael D.
90
Orphanides, Athanasios
85
Belke, Ansgar
83
Zaremba, Adam
70
Siklos, Pierre L.
68
Caporale, Guglielmo Maria
63
Williams, John C.
63
Hayo, Bernd
61
Mishkin, Frederic S.
58
Taylor, John B.
56
Campbell, John Y.
55
Castelnuovo, Efrem
55
Leeper, Eric M.
55
Wohar, Mark E.
55
McMillan, David G.
50
Pierdzioch, Christian
50
Bernanke, Ben
49
Bohl, Martin T.
47
Christiano, Lawrence J.
46
Ehrmann, Michael
43
Friedman, Benjamin M.
42
Wheelock, David C.
42
Timmermann, Allan
41
Levin, Andrew T.
39
Fratzscher, Marcel
38
Pesaran, M. Hashem
38
Schrimpf, Andreas
38
Smets, Frank
38
Bali, Turan G.
37
Gertler, Mark
36
Zha, Tao
36
Diebold, Francis X.
35
Guidolin, Massimo
35
Ireland, Peter N.
35
Cecchetti, Stephen G.
34
Gil-Alaña, Luis A.
34
Swanson, Eric T.
34
Warnock, Francis E.
34
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National Bureau of Economic Research
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Rodney L. White Center for Financial Research
1
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CREATES research paper
5
Journal of econometrics
5
Journal of financial economics
5
ERID working paper
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Finance and economics discussion series
2
NBER Working Paper
2
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2
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The review of economics and statistics
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ECONIS (ZBW)
40
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1
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
Saved in:
2
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
3
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:
4
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:
5
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:
6
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Zhou, Hao
-
2007
Persistent link: https://www.econbiz.de/10003826928
Saved in:
7
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:
8
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
9
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
10
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:
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