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:"Nitschka, Thomas"
~subject:"Capital income"
~subject:"Schätzung"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Schätzung
Theorie
113
Theory
112
Volatilität
90
Kapitaleinkommen
89
Volatility
89
Estimation
62
Risk premium
54
Risikoprämie
53
CAPM
50
Prognoseverfahren
50
Forecasting model
49
Börsenkurs
46
Share price
45
USA
38
United States
37
Time series analysis
27
Zeitreihenanalyse
27
Welt
23
World
23
Exchange rate
21
Stock market
19
Wechselkurs
19
Aktienmarkt
18
ARCH-Modell
16
Statistical distribution
16
Statistische Verteilung
16
ARCH model
15
Devisenmarkt
15
Foreign exchange market
15
Deutsche Mark
14
Deutschland
14
Germany
14
Risiko
14
Estimation theory
13
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Portfolio selection
13
Portfolio-Management
13
more ...
less ...
Online availability
All
Free
64
Undetermined
11
Type of publication
All
Book / Working Paper
70
Article
35
Type of publication (narrower categories)
All
Arbeitspapier
43
Graue Literatur
43
Non-commercial literature
43
Working Paper
43
Article in journal
35
Aufsatz in Zeitschrift
35
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
105
Author
All
Bollerslev, Tim
Nitschka, Thomas
Caporale, Guglielmo Maria
142
Belke, Ansgar
111
Gil-Alaña, Luis A.
109
Pesaran, M. Hashem
109
Gupta, Rangan
103
Zaremba, Adam
96
Bekaert, Geert
86
Diebold, Francis X.
78
Campbell, John Y.
76
Harvey, Campbell R.
71
Timmermann, Allan
70
Hautsch, Nikolaus
69
Stambaugh, Robert F.
62
Herwartz, Helmut
60
Marcellino, Massimiliano
58
Härdle, Wolfgang
56
Pierdzioch, Christian
56
Bali, Turan G.
55
Cakici, Nusret
52
Heckman, James J.
50
Ludvigson, Sydney C.
50
Guidolin, Massimo
49
Koopman, Siem Jan
49
Wohar, Mark E.
48
Christiano, Lawrence J.
47
Lettau, Martin
47
Ferson, Wayne E.
46
Lo, Andrew W.
46
Zhang, Lu
46
Ang, Andrew
45
Jagannathan, Ravi
45
Zhou, Guofu
45
Engle, Robert F.
44
Fabozzi, Frank J.
44
Hayo, Bernd
43
Schorfheide, Frank
43
Schrimpf, Andreas
43
Basu, Susanto
42
Eickmeier, Sandra
42
more ...
less ...
Institution
All
National Bureau of Economic Research
6
Rodney L. White Center for Financial Research
1
The Wharton Financial Institutions Center
1
Université de Montréal / Département de sciences économiques
1
Published in...
All
SNB working papers
7
CREATES research paper
6
ERID working paper
6
NBER working paper series
6
Journal of financial economics
5
NBER Working Paper
5
Working paper / Institute for Empirical Research in Economics, University of Zürich
5
Working paper / National Bureau of Economic Research, Inc.
5
Economic Research Initiatives at Duke (ERID) Working Paper
4
Journal of econometrics
4
Journal of international money and finance
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
CFS working paper series
2
CREATES Research Paper
2
Finance and economics discussion series
2
Financial Institutions Center
2
Swiss journal of economics and statistics
2
The journal of finance : the journal of the American Finance Association
2
The review of economics and statistics
2
Working papers / Financial Institutions Center
2
Applied financial economics
1
Aussenwirtschaft : schweizerische Zeitschrift für internationale Wirtschaftsbeziehungen ; the Swiss review of international economic relations
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper / Tinbergen Institute
1
German economic review
1
International economic review
1
International finance
1
International finance discussion papers
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
NBER reporter online
1
Queen's Economics Department working paper
1
Review of finance : journal of the European Finance Association
1
Swiss National Bank Working Paper
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
The North American journal of economics and finance : a journal of financial economics studies
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
105
Showing
71
-
80
of
105
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
71
High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
Saved in:
72
Some like it smooth, and some like it rough : untanging continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10001846702
Saved in:
73
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
74
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:
75
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:
76
High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.
;
Bollerslev, Tim
-
1999
Persistent link: https://www.econbiz.de/10001433207
Saved in:
77
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
78
The distribution of stock return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001476423
Saved in:
79
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001477784
Saved in:
80
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
First
Prev
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
