//--> //--> //--> //-->
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
~person:"Bollerslev, Tim"
~person:"Härdle, Wolfgang"
~subject:"Capital income"
~subject:"Devisenmarkt"
~subject:"Modellierung"
~subject:"Statistische Verteilung"
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
Empirical analysis of the impa...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Devisenmarkt
Modellierung
Statistische Verteilung
Theorie
400
Theory
397
Volatilität
129
Volatility
128
Time series analysis
97
Zeitreihenanalyse
97
Estimation
93
Schätzung
93
Schätztheorie
82
Estimation theory
81
Nichtparametrisches Verfahren
80
Prognoseverfahren
80
Forecasting model
79
Nonparametric statistics
78
Kapitaleinkommen
73
Börsenkurs
59
Share price
59
USA
49
Deutschland
48
Germany
48
United States
48
Risikoprämie
45
Risk premium
45
Statistical distribution
44
Regression analysis
43
Regressionsanalyse
43
Risikomaß
38
Risk measure
38
Option pricing theory
36
Optionspreistheorie
36
ARCH-Modell
29
CAPM
29
ARCH model
28
Portfolio selection
28
Portfolio-Management
28
Exchange rate
25
Wechselkurs
25
Financial market
21
more ...
less ...
Online availability
All
Free
66
Undetermined
10
Type of publication
All
Book / Working Paper
78
Article
40
Type of publication (narrower categories)
All
Arbeitspapier
54
Working Paper
54
Graue Literatur
49
Non-commercial literature
49
Article in journal
36
Aufsatz in Zeitschrift
36
Aufsatz im Buch
2
Book section
2
Aufsatzsammlung
1
Collection of articles of several authors
1
Lehrbuch
1
Sammelwerk
1
Textbook
1
more ...
less ...
Language
All
English
118
Author
All
Bollerslev, Tim
Härdle, Wolfgang
Zaremba, Adam
94
Diebold, Francis X.
73
Bekaert, Geert
71
Harvey, Campbell R.
60
Campbell, John Y.
58
Timmermann, Allan
50
Fabozzi, Frank J.
49
Stambaugh, Robert F.
47
Taylor, Mark P.
47
Bali, Turan G.
46
Cakici, Nusret
45
Zhou, Guofu
44
Swanson, Norman R.
43
Dijk, Herman K. van
41
Ferson, Wayne E.
41
Gupta, Rangan
40
Lettau, Martin
40
Lux, Thomas
38
McAleer, Michael
38
Jagannathan, Ravi
36
Lucas, André
35
Zhang, Lu
35
Pesaran, M. Hashem
34
Ravazzolo, Francesco
34
Guidolin, Massimo
33
Phillips, Peter C. B.
33
Caporale, Guglielmo Maria
32
Hansen, Lars Peter
32
Sarno, Lucio
32
Todorov, Viktor
32
Zhou, Hao
32
Chernov, Mikhail
31
Guo, Hui
31
Ludvigson, Sydney C.
31
Lyons, Richard K.
31
Račev, Svetlozar T.
31
Andersen, Torben
30
Engle, Robert F.
30
more ...
less ...
Institution
All
National Bureau of Economic Research
6
Rodney L. White Center for Financial Research
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
The Wharton Financial Institutions Center
1
Published in...
All
SFB 649 discussion paper
20
CREATES research paper
6
ERID working paper
6
Journal of econometrics
6
NBER working paper series
6
Journal of financial economics
5
NBER Working Paper
5
Working paper / National Bureau of Economic Research, Inc.
5
Economic Research Initiatives at Duke (ERID) Working Paper
4
Finance and economics discussion series
3
The review of economics and statistics
3
Applied quantitative finance
2
Applied quantitative finance : theory and computational tools
2
CFS working paper series
2
CREATES Research Paper
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Financial Institutions Center
2
Journal of international money and finance
2
The journal of finance : the journal of the American Finance Association
2
Working papers / Financial Institutions Center
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
CIE working paper series
1
Computational economics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion papers of interdisciplinary research project 373
1
International economic review
1
International finance discussion papers
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international economics
1
Journal of the American Statistical Association : JASA
1
NBER reporter online
1
Publikationen / Center for Applied Statistics and Economics
1
Queen's Economics Department working paper
1
Review of finance : journal of the European Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
118
Showing
1
-
10
of
118
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
3
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559410
Saved in:
4
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10009559443
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
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
- In:
Review of finance : journal of the European Finance …
16
(
2012
)
1
,
pp. 31-80
Persistent link: https://www.econbiz.de/10009520608
Saved in:
9
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10009560379
Saved in:
10
The long memory of the forward premium
Baillie, Richard
- In:
Journal of international money and finance
13
(
1994
)
5
,
pp. 565-571
Persistent link: https://www.econbiz.de/10001171001
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->