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~person:"Bollerslev, Tim"
~subject:"Capital income"
~subject:"Devisenmarkt"
~subject:"Modellierung"
~subject:"Statistische Verteilung"
~subject:"Theorie"
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Capital income
Devisenmarkt
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89
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88
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64
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Bollerslev, Tim
Nijkamp, Peter
525
Acemoglu, Daron
515
Güth, Werner
493
Stiglitz, Joseph E.
454
Snower, Dennis J.
445
Pestieau, Pierre
441
Gersbach, Hans
440
Stark, Oded
407
Creedy, John
399
Pesaran, M. Hashem
398
Koskela, Erkki
391
Aizenman, Joshua
383
Heckman, James J.
362
Helpman, Elhanan
355
Zenou, Yves
354
Phillips, Peter C. B.
339
Cremer, Helmuth
336
Frey, Bruno S.
331
Svensson, Lars E. O.
331
Broll, Udo
328
Woodford, Michael
323
Kaplow, Louis
321
Konrad, Kai A.
318
Thisse, Jacques-François
317
Shavell, Steven
308
Batabyal, Amitrajeet A.
306
Tirole, Jean
305
Lambertini, Luca
297
Franses, Philip Hans
296
Härdle, Wolfgang
294
Artus, Patrick
293
Buiter, Willem H.
285
Grossman, Gene M.
282
Aghion, Philippe
272
Devereux, Michael B.
271
Marjit, Sugata
268
Shleifer, Andrei
268
Andersen, Torben M.
265
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262
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262
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ECONIS (ZBW)
123
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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 forward premium anomaly is not as bad as you think
Baillie, Richard
;
Bollerslev, Tim
- In:
Journal of international money and finance
19
(
2000
)
4
,
pp. 471-488
Persistent link: https://www.econbiz.de/10001496571
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