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~person:"Bollerslev, Tim"
~subject:"Capital income"
~subject:"Devisenmarkt"
~subject:"Modellierung"
~subject:"Statistische Verteilung"
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Capital income
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107
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106
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89
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88
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Bollerslev, Tim
Zaremba, Adam
94
Diebold, Francis X.
73
Bekaert, Geert
71
Harvey, Campbell R.
60
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58
Timmermann, Allan
50
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49
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47
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47
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46
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45
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44
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43
Dijk, Herman K. van
41
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41
Gupta, Rangan
40
Lettau, Martin
40
Härdle, Wolfgang
38
Lux, Thomas
38
McAleer, Michael
38
Jagannathan, Ravi
36
Lucas, André
35
Zhang, Lu
35
Pesaran, M. Hashem
34
Ravazzolo, Francesco
34
Guidolin, Massimo
33
Phillips, Peter C. B.
33
Caporale, Guglielmo Maria
32
Hansen, Lars Peter
32
Sarno, Lucio
32
Todorov, Viktor
32
Zhou, Hao
32
Chernov, Mikhail
31
Guo, Hui
31
Ludvigson, Sydney C.
31
Lyons, Richard K.
31
Račev, Svetlozar T.
31
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30
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30
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ECONIS (ZBW)
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51
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:
52
High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.
;
Bollerslev, Tim
-
1999
Persistent link: https://www.econbiz.de/10001433207
Saved in:
53
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
54
The distribution of stock return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001476423
Saved in:
55
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001477784
Saved in:
56
Order flow and the bid-ask spread : an empirical probability model of screen-based trading
Bollerslev, Tim
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1471-1491
Persistent link: https://www.econbiz.de/10001222036
Saved in:
57
Intra-day and inter-market volatility in foreign exchange rates
Baillie, Richard
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 565-585
Persistent link: https://www.econbiz.de/10001114302
Saved in:
58
Bid-ask spreads and volatility in the foreign exchange market : an empirical analysis
Bollerslev, Tim
- In:
Journal of international economics
36
(
1994
)
3
,
pp. 355-372
Persistent link: https://www.econbiz.de/10001163559
Saved in:
59
Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange
Baillie, Richard
- In:
Journal of international money and finance
12
(
1993
)
5
,
pp. 511-521
Persistent link: https://www.econbiz.de/10001149594
Saved in:
60
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
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