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~person:"Bollerslev, Tim"
~subject:"Estimation"
~subject:"Zeitreihenanalyse"
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Growing Wealth with Fixed-Mix...
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Estimation
Zeitreihenanalyse
Volatilität
145
Volatility
144
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77
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76
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71
Kapitaleinkommen
71
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Bollerslev, Tim
McAleer, Michael
125
Gupta, Rangan
101
Caporale, Guglielmo Maria
84
Pierdzioch, Christian
58
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53
Hautsch, Nikolaus
49
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47
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45
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42
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41
Todorov, Viktor
41
Asai, Manabu
39
Andersen, Torben
37
Belke, Ansgar
37
Engle, Robert F.
37
Herwartz, Helmut
36
Chang, Chia-Lin
34
Bahmani-Oskooee, Mohsen
33
Bouri, Elie
33
Rodriguez, Gabriel
33
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32
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30
Ma, Feng
30
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30
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29
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29
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27
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27
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27
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26
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25
Dijk, Dick van
25
Bali, Turan G.
24
Lettau, Martin
24
Mensi, Walid
24
Mumtaz, Haroon
24
Pesaran, M. Hashem
24
Tauchen, George Eugene
24
Tiwari, Aviral Kumar
24
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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
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:
3
Leverage and volatility feedback effects in high-frequency data
Bollerslev, Tim
;
Litvinova, Julia
;
Tauchen, George Eugene
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 353-384
Persistent link: https://www.econbiz.de/10003354051
Saved in:
4
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
5
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
Saved in:
6
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:
7
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:
8
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
9
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559404
Saved in:
10
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10009559443
Saved in:
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