//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Bollerslev, Tim"
~subject:"Capital income"
~subject:"Devisenmarkt"
~subject:"Modellierung"
~subject:"Statistische Verteilung"
~type_genre:"Graue Literatur"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Empirical analysis of the impa...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Devisenmarkt
Modellierung
Statistische Verteilung
Theorie
34
Theory
34
Volatility
29
Volatilität
29
Kapitaleinkommen
25
Forecasting model
16
Prognoseverfahren
16
Börsenkurs
14
Share price
14
Estimation
12
Schätzung
12
Time series analysis
12
Zeitreihenanalyse
12
Risikoprämie
11
Risk premium
11
USA
11
United States
11
Statistical distribution
7
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
ARCH model
4
ARCH-Modell
4
Aktienmarkt
4
Autocorrelation
4
Autokorrelation
4
Estimation theory
4
Japan
4
Schätztheorie
4
Scientific modelling
4
Stock market
4
1990-2008
3
Aktienindex
3
CAPM
3
Deutschland
3
Exchange rate
3
Germany
3
HAR-RV model
3
more ...
less ...
Online availability
All
Free
22
Type of publication
All
Book / Working Paper
28
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
30
Working Paper
30
Article in journal
28
Aufsatz in Zeitschrift
28
Non-commercial literature
28
Language
All
English
28
Author
All
Bollerslev, Tim
Diebold, Francis X.
36
Dijk, Herman K. van
31
Bekaert, Geert
25
Lucas, André
22
Härdle, Wolfgang
21
Lux, Thomas
21
McAleer, Michael
20
Pesaran, M. Hashem
19
Swanson, Norman R.
19
Andersen, Torben
17
Evans, Martin D. D.
17
Caporale, Guglielmo Maria
16
Hoogerheide, Lennart
16
Lettau, Martin
16
Ravazzolo, Francesco
16
Timmermann, Allan
16
Favero, Carlo A.
15
Grassi, Stefano
15
Paolella, Marc S.
15
Vries, Casper G. de
15
Ludvigson, Sydney C.
14
Nitschka, Thomas
14
Chernov, Mikhail
13
Franses, Philip Hans
13
Guidolin, Massimo
13
Linton, Oliver
13
Nieuwerburgh, Stijn van
13
Pástor, Ľuboš
13
Sornette, Didier
13
Wachter, Jessica
13
White, Halbert
13
Engle, Robert F.
12
Fischer, Matthias
12
Giacomini, Raffaella
12
Gil-Alaña, Luis A.
12
Koop, Gary
12
Phillips, Peter C. B.
12
Sarno, Lucio
12
Schrimpf, Andreas
12
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
1
The Wharton Financial Institutions Center
1
Published in...
All
CREATES research paper
6
ERID working paper
6
Working paper / National Bureau of Economic Research, Inc.
4
Finance and economics discussion series
3
CFS working paper series
2
Financial Institutions Center
2
Working papers / Financial Institutions Center
2
Economic Research Initiatives at Duke (ERID) Working Paper
1
International finance discussion papers
1
Queen's Economics Department working paper
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10009560379
Saved in:
7
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
Saved in:
8
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Zhou, Hao
-
2007
Persistent link: https://www.econbiz.de/10003826928
Saved in:
9
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
-
2008
Persistent link: https://www.econbiz.de/10010218854
Saved in:
10
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->