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~person:"Bollerslev, Tim"
~subject:"Capital income"
~subject:"Modellierung"
~subject:"Risikoprämie"
~subject:"Statistische Verteilung"
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Capital income
Modellierung
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Statistische Verteilung
Theorie
107
Theory
106
Volatilität
89
Volatility
88
Kapitaleinkommen
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Bollerslev, Tim
Bekaert, Geert
107
Zaremba, Adam
97
Diebold, Francis X.
75
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74
Harvey, Campbell R.
74
Fabozzi, Frank J.
68
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66
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58
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57
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55
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55
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55
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53
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52
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52
Lustig, Hanno
51
Cakici, Nusret
49
Caporale, Guglielmo Maria
48
Guidolin, Massimo
47
Härdle, Wolfgang
47
McAleer, Michael
47
Sarno, Lucio
46
Ang, Andrew
45
Jacobs, Kris
45
Verdelhan, Adrien
45
Gupta, Rangan
43
Swanson, Norman R.
43
Ferson, Wayne E.
42
Schlag, Christian
42
Cochrane, John H.
41
Dijk, Herman K. van
41
Zhang, Lu
41
Bernoth, Kerstin
40
Longstaff, Francis A.
40
Ludvigson, Sydney C.
40
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40
Yaron, Amir
40
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39
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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 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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