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~person:"Bollerslev, Tim"
~subject:"Geldpolitik"
~subject:"Kapitaleinkommen"
~subject:"United Kingdom"
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Geldpolitik
Kapitaleinkommen
United Kingdom
Schätzung
69
Estimation
68
Volatility
61
Volatilität
61
USA
58
United States
57
Capital income
40
Theorie
36
Theory
36
Börsenkurs
27
Forecasting model
27
Prognoseverfahren
27
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27
Risikoprämie
26
Risk premium
26
Time series analysis
19
Zeitreihenanalyse
19
Deutschland
18
Germany
18
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13
ARCH model
12
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12
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12
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12
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12
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11
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11
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11
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11
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11
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11
Wechselkurs
11
Deutsche Mark
10
Großbritannien
10
Japan
10
Portfolio selection
10
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9
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9
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46
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Bollerslev, Tim
Gupta, Rangan
142
Caporale, Guglielmo Maria
117
Bordo, Michael D.
104
Blundell, Richard W.
95
Gil-Alaña, Luis A.
94
Belke, Ansgar
84
Orphanides, Athanasios
84
Siklos, Pierre L.
76
Zaremba, Adam
70
Hayo, Bernd
68
Wohar, Mark E.
65
Mishkin, Frederic S.
64
Williams, John C.
63
Campbell, John Y.
62
Taylor, John B.
58
Leeper, Eric M.
56
Pierdzioch, Christian
56
Castelnuovo, Efrem
54
Pesaran, M. Hashem
54
Smith, James P.
54
McMillan, David G.
53
Bohl, Martin T.
52
Friedman, Benjamin M.
51
Jenkins, Stephen
51
Banks, James
50
Bernanke, Ben
50
Meghir, Costas
49
Machin, Stephen
47
Christiano, Lawrence J.
46
Dustmann, Christian
45
Friedman, Milton
45
Bekaert, Geert
43
Ehrmann, Michael
43
Francesconi, Marco
43
Meltzer, Allan H.
43
Timmermann, Allan
43
Wheelock, David C.
43
Wolters, Jürgen
43
Poole, William
42
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National Bureau of Economic Research
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Rodney L. White Center for Financial Research
2
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CREATES research paper
5
Journal of econometrics
5
Journal of financial economics
5
ERID working paper
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Finance and economics discussion series
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
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2
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1
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1
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1
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1
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ECONIS (ZBW)
46
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1
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
2
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
3
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:
4
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Zhou, Hao
-
2007
Persistent link: https://www.econbiz.de/10003826928
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
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
7
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
8
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:
9
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:
10
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:
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