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~person:"Bollerslev, Tim"
~subject:"Capital income"
~subject:"Devisenmarkt"
~subject:"Modellierung"
~subject:"Prognoseverfahren"
~subject:"Statistische Verteilung"
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Capital income
Devisenmarkt
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106
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89
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88
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Bollerslev, Tim
Diebold, Francis X.
174
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133
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109
Gupta, Rangan
103
Marcellino, Massimiliano
102
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100
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96
Clements, Michael P.
89
Clark, Todd E.
87
Bekaert, Geert
80
Pesaran, M. Hashem
78
Hendry, David F.
75
Koop, Gary
73
Schorfheide, Frank
73
Giannone, Domenico
71
Ravazzolo, Francesco
71
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69
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67
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62
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61
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61
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61
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60
Dijk, Herman K. van
59
Pierdzioch, Christian
59
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59
Bali, Turan G.
57
Fabozzi, Frank J.
57
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57
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55
Lux, Thomas
54
Zhou, Guofu
54
Giacomini, Raffaella
50
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50
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48
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47
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ECONIS (ZBW)
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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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