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~person:"Bollerslev, Tim"
~person:"Cecchetti, Stephen G."
~subject:"Geldpolitik"
~subject:"Kapitaleinkommen"
~subject:"Zeitreihenanalyse"
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Geldpolitik
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Bollerslev, Tim
Cecchetti, Stephen G.
Gil-Alaña, Luis A.
229
Caporale, Guglielmo Maria
228
Gupta, Rangan
173
Bordo, Michael D.
90
Belke, Ansgar
86
Orphanides, Athanasios
84
Pesaran, M. Hashem
77
Siklos, Pierre L.
70
Zaremba, Adam
70
Wohar, Mark E.
68
Williams, John C.
64
Pierdzioch, Christian
63
Koopman, Siem Jan
62
Hayo, Bernd
61
Mishkin, Frederic S.
61
Campbell, John Y.
58
Taylor, John B.
58
Diebold, Francis X.
57
Leeper, Eric M.
56
McAleer, Michael
56
Timmermann, Allan
56
McMillan, David G.
55
Castelnuovo, Efrem
54
Miller, Stephen M.
54
Friedman, Benjamin M.
52
Stock, James H.
52
Christiano, Lawrence J.
50
Watson, Mark W.
50
Bernanke, Ben
49
Bohl, Martin T.
48
Marcellino, Massimiliano
47
Lütkepohl, Helmut
45
Friedman, Milton
44
Meltzer, Allan H.
44
Schorfheide, Frank
44
Ehrmann, Michael
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Kapetanios, George
43
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43
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ECONIS (ZBW)
84
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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
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:
8
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:
9
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:
10
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
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