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~person:"Bollerslev, Tim"
~subject:"Economic growth"
~subject:"United States"
~subject:"Volatility"
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Economic growth
United States
Volatility
Schätzung
69
Estimation
68
Volatilität
44
Capital income
37
Kapitaleinkommen
37
Theorie
28
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28
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26
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25
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25
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7
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7
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7
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English
58
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Bollerslev, Tim
Gupta, Rangan
163
Caporale, Guglielmo Maria
157
Gil-Alaña, Luis A.
109
Heckman, James J.
106
McAleer, Michael
102
Woessmann, Ludger
69
Pesaran, M. Hashem
68
Pierdzioch, Christian
63
Koopman, Siem Jan
58
Belke, Ansgar
57
Bahmani-Oskooee, Mohsen
56
Acemoglu, Daron
53
Hanushek, Eric Alan
50
Wohar, Mark E.
49
Engle, Robert F.
46
Balcilar, Mehmet
45
Hautsch, Nikolaus
45
Miller, Stephen M.
45
Hamermesh, Daniel S.
42
Van Reenen, John
40
Bloom, Nicholas
38
Buch, Claudia M.
38
Glaeser, Edward L.
38
Marcellino, Massimiliano
38
Todorov, Viktor
38
Aghion, Philippe
37
Cheung, Yin-Wong
37
Diebold, Francis X.
36
Pradhan, Rudra Prakash
36
Tiwari, Aviral Kumar
36
Angrist, Joshua D.
35
Apergēs, Nikolaos
35
Krueger, Alan B.
35
Levine, Ross
35
Mumtaz, Haroon
35
Herwartz, Helmut
34
Härdle, Wolfgang
34
Narayan, Paresh Kumar
34
Chang, Chia-Lin
33
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National Bureau of Economic Research
4
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1
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1
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Journal of econometrics
8
Journal of financial economics
5
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4
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4
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3
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1
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1
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1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
1
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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
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10003350610
Saved in:
3
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10003350620
Saved in:
4
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
5
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
Saved in:
6
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
- In:
The risks of financial institutions : [...papers and …
,
(pp. 513-548)
.
2006
Persistent link: https://www.econbiz.de/10003445632
Saved in:
7
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
8
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
9
Estimation
of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
10
Estimation
of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559404
Saved in:
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