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~person:"Bollerslev, Tim"
~person:"Nitschka, Thomas"
~subject:"Capital income"
~subject:"Schätzung"
~subject:"Share price"
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Bollerslev, Tim
Nitschka, Thomas
Caporale, Guglielmo Maria
156
Gupta, Rangan
122
Belke, Ansgar
112
Gil-Alaña, Luis A.
111
Pesaran, M. Hashem
110
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105
Campbell, John Y.
99
Zaremba, Adam
97
Hautsch, Nikolaus
90
Timmermann, Allan
85
Harvey, Campbell R.
80
Diebold, Francis X.
78
Stambaugh, Robert F.
77
Härdle, Wolfgang
69
Herwartz, Helmut
65
Pierdzioch, Christian
60
Bali, Turan G.
59
Ludvigson, Sydney C.
59
Marcellino, Massimiliano
58
Gertler, Mark
56
Koopman, Siem Jan
55
Wohar, Mark E.
55
Guidolin, Massimo
54
Jagannathan, Ravi
54
Lux, Thomas
54
Christiano, Lawrence J.
53
Bansal, Ravi
52
Cakici, Nusret
52
Ferson, Wayne E.
52
Lo, Andrew W.
52
Heckman, James J.
50
Veronesi, Pietro
50
Fabozzi, Frank J.
49
Zhou, Guofu
49
Engle, Robert F.
48
Jordà, Òscar
48
Lettau, Martin
48
Zhang, Lu
48
Hayo, Bernd
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ECONIS (ZBW)
109
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1
Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy
Nitschka, Thomas
- In:
Journal of international money and finance
83
(
2018
),
pp. 44-54
Persistent link: https://www.econbiz.de/10012000302
Saved in:
2
Predicting returns on asset markets of a small, open economy and the influence of global risks
Haab, David R.
;
Nitschka, Thomas
-
2017
Persistent link: https://www.econbiz.de/10011794321
Saved in:
3
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:
4
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
5
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559410
Saved in:
6
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10009559443
Saved in:
7
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:
8
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:
9
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:
10
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
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