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~person:"Bollerslev, Tim"
~person:"Scaillet, Olivier"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~subject:"Volatilität"
~type_genre:"Working Paper"
~type_genre:"Übersichtsarbeit"
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Kapitaleinkommen
Portfolio-Management
Volatilität
Theorie
100
Theory
99
Volatility
49
USA
42
United States
41
Schätzung
36
Capital income
35
Estimation
35
Prognoseverfahren
34
Forecasting model
33
Börsenkurs
22
Share price
22
Risikoprämie
21
Risk premium
21
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
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18
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16
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16
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16
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16
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13
Statistische Verteilung
13
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Stochastic process
9
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9
Aktienmarkt
8
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8
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8
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8
Germany
8
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Book / Working Paper
80
Article
1
Type of publication (narrower categories)
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Working Paper
Übersichtsarbeit
Arbeitspapier
78
Graue Literatur
71
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71
Article in journal
59
Aufsatz in Zeitschrift
59
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English
81
Author
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Bollerslev, Tim
Scaillet, Olivier
McAleer, Michael
97
Diebold, Francis X.
67
Caporale, Guglielmo Maria
60
Campbell, John Y.
53
Lucas, André
51
Pierdzioch, Christian
49
Koopman, Siem Jan
48
Härdle, Wolfgang
46
Andersen, Torben
44
Lux, Thomas
43
Hautsch, Nikolaus
42
Stambaugh, Robert F.
41
Bacchetta, Philippe
40
Pesaran, M. Hashem
40
Platen, Eckhard
39
Maurer, Raimond
38
Timmermann, Allan
37
Guidolin, Massimo
36
Pástor, Ľuboš
34
Gollier, Christian
33
Chiarella, Carl
32
Gupta, Rangan
32
Uppal, Raman
32
Chang, Chia-Lin
31
Warnock, Francis E.
31
Gil-Alaña, Luis A.
29
Belke, Ansgar
28
Buch, Claudia M.
28
Vries, Casper G. de
28
Lettau, Martin
27
Brandt, Michael W.
26
Engle, Robert F.
26
Döpke, Jörg
25
Hoesli, Martin
25
Van Wincoop, Eric
25
Ludvigson, Sydney C.
24
Allen, David E.
23
Başak, Suleyman
23
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Rodney L. White Center for Financial Research
2
The Wharton Financial Institutions Center
2
International Center for Financial Asset Management and Engineering
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
1
Université de Montréal / Département de sciences économiques
1
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Research paper series / Swiss Finance Institute
12
Working paper / National Bureau of Economic Research, Inc.
9
CREATES research paper
7
Swiss Finance Institute Research Paper
7
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
6
Finance and economics discussion series
6
Working papers / Financial Institutions Center
6
CFS working paper series
5
ERID working paper
5
CFS Working Paper
2
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
2
FAME research paper series
2
Financial Institutions Center
2
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2
American Economic Review papers and proceedings
1
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1
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1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Tinbergen Institute
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Documents de travail / THEMA
1
EFA 2008 Athens Meetings Paper
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
HEC Paris research paper series
1
Handbook of economic forecasting ; Vol. 1
1
IRES discussion papers
1
International finance discussion papers
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Technical working paper / National Bureau of Economic Research
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
Working papers / Penn Institute for Economic Research
1
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ECONIS (ZBW)
79
EconStor
2
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1
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1
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:
2
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:
3
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
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
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
-
2001
Persistent link: https://www.econbiz.de/10001637889
Saved in:
6
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002634153
Saved in:
7
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035
Saved in:
8
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002636085
Saved in:
9
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002569521
Saved in:
10
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Zhou, Hao
-
2007
Persistent link: https://www.econbiz.de/10003826928
Saved in:
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