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~person:"Bollerslev, Tim"
~subject:"Börsenkurs"
~subject:"Deutschland <Bundesrepublik>"
~subject:"Estimation"
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Börsenkurs
Deutschland <Bundesrepublik>
Estimation
Volatilität
145
Volatility
144
Theorie
84
Theory
83
Capital income
75
Kapitaleinkommen
75
Schätzung
55
Prognoseverfahren
51
Forecasting model
50
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42
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40
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39
Time series analysis
30
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30
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28
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18
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16
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16
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16
Wechselkurs
16
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15
Japan
15
Foreign exchange market
14
Impact assessment
14
Wirkungsanalyse
14
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12
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11
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English
78
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Bollerslev, Tim
Wagner, Joachim
263
Caporale, Guglielmo Maria
251
Gupta, Rangan
167
Gil-Alaña, Luis A.
158
Belke, Ansgar
133
McAleer, Michael
131
Schnabel, Claus
131
Fitzenberger, Bernd
119
Pierdzioch, Christian
105
Riphahn, Regina T.
103
Bauer, Thomas K.
99
Fritsch, Michael
97
Kaiser, Ulrich
87
Zimmermann, Klaus F.
79
Bellmann, Lutz
78
Bahmani-Oskooee, Mohsen
77
Addison, John T.
75
Döpke, Jörg
75
Schmidt, Christoph M.
73
Buch, Claudia M.
72
Hautsch, Nikolaus
70
Schank, Thorsten
66
Steiner, Viktor
66
Caliendo, Marco
65
Lechner, Michael
64
Czarnitzki, Dirk
63
Entorf, Horst
62
Herwartz, Helmut
62
Härdle, Wolfgang
62
Pfeiffer, Friedhelm
62
Bohl, Martin T.
61
Merz, Joachim
61
Puhani, Patrick A.
61
Winkelmann, Rainer
58
Narayan, Paresh Kumar
57
Ma, Feng
56
Frondel, Manuel
55
Lux, Thomas
55
Bouri, Elie
54
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National Bureau of Economic Research
7
Rodney L. White Center for Financial Research
1
The Wharton Financial Institutions Center
1
Université de Montréal / Département de sciences économiques
1
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Journal of econometrics
9
CREATES research paper
7
NBER Working Paper
7
NBER working paper series
7
Journal of financial economics
5
CFS working paper series
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Working paper / National Bureau of Economic Research, Inc.
3
CREATES Research Paper
2
ERID working paper
2
Finance and economics discussion series
2
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
The journal of finance : the journal of the American Finance Association
2
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2
American Economic Review papers and proceedings
1
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1
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1
Economics letters
1
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Handbook of economic forecasting ; 1
1
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1
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1
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1
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1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The American economic review
1
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1
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1
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ECONIS (ZBW)
78
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1
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
2
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
3
Risk and return : long-run relations, fractional
cointegration
, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
4
Deutsche Mark-dollar
volatility
: intraday activity patterns, macroeconomic announcements, and longer run dependencies
Andersen, Torben
;
Bollerslev, Tim
- In:
Foreign exchange markets
,
(pp. 133-179)
.
2005
Persistent link: https://www.econbiz.de/10003290893
Saved in:
5
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:
6
Estimating stochastic
volatility
diffusion using conditional moments of integrated
volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
Saved in:
7
Estimating stochastic
volatility
diffusion using conditional moments of integrated
volatility
Bollerslev, Tim
;
Zhou, Hao
-
2001
Persistent link: https://www.econbiz.de/10001637889
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
Modeling and forecasting realized
volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
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