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~person:"Bollerslev, Tim"
~subject:"Capital income"
~subject:"Deutschland"
~subject:"Devisenmarkt"
~subject:"Modellierung"
~subject:"Statistische Verteilung"
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Capital income
Deutschland
Devisenmarkt
Modellierung
Statistische Verteilung
Theorie
107
Theory
106
Volatilität
89
Volatility
88
Kapitaleinkommen
64
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45
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44
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41
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Bollerslev, Tim
Zaremba, Adam
94
Bekaert, Geert
83
Diebold, Francis X.
74
Bruhn, Manfred
73
Härdle, Wolfgang
68
Harvey, Campbell R.
60
Campbell, John Y.
58
Caporale, Guglielmo Maria
57
Taylor, Mark P.
56
Hayo, Bernd
54
Franz, Wolfgang
52
Meffert, Heribert
52
Lux, Thomas
51
Fabozzi, Frank J.
50
Menkhoff, Lukas
50
Timmermann, Allan
50
Bauer, Hans H.
48
Dustmann, Christian
48
Stambaugh, Robert F.
47
Bali, Turan G.
46
Berthold, Norbert
45
Cakici, Nusret
45
Issing, Otmar
45
Pierdzioch, Christian
45
Albach, Horst
44
MacDonald, Ronald
44
Zhou, Guofu
44
Pesaran, M. Hashem
43
Swanson, Norman R.
43
Hautsch, Nikolaus
42
Ahlert, Dieter
41
Dijk, Herman K. van
41
Ferson, Wayne E.
41
Gupta, Rangan
41
Neumann, Manfred J. M.
41
Lettau, Martin
40
Pohl, Rüdiger
40
Weber, Jürgen
40
Breyer, Friedrich
39
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National Bureau of Economic Research
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Université de Montréal / Département de sciences économiques
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ECONIS (ZBW)
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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
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