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~person:"Bollerslev, Tim"
~subject:"Geldpolitik"
~subject:"Kapitaleinkommen"
~subject:"Wirkungsanalyse"
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Geldpolitik
Kapitaleinkommen
Wirkungsanalyse
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
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26
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26
Time series analysis
19
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19
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18
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18
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13
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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
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11
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10
Großbritannien
10
Japan
10
Portfolio selection
10
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10
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9
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9
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22
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22
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19
Working Paper
19
Graue Literatur
17
Non-commercial literature
17
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English
52
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Bollerslev, Tim
Gupta, Rangan
135
Bordo, Michael D.
99
Orphanides, Athanasios
99
Belke, Ansgar
92
Caporale, Guglielmo Maria
79
Lechner, Michael
73
Heckman, James J.
71
Zaremba, Adam
70
Siklos, Pierre L.
68
Williams, John C.
68
Hayo, Bernd
64
Pierdzioch, Christian
63
Wohar, Mark E.
63
Taylor, John B.
62
Mishkin, Frederic S.
61
Leeper, Eric M.
60
Pesaran, M. Hashem
58
Castelnuovo, Efrem
57
Campbell, John Y.
55
Diebold, Francis X.
55
Friedman, Benjamin M.
53
Christiano, Lawrence J.
51
Favero, Carlo A.
50
McMillan, David G.
50
Bernanke, Ben
49
Bohl, Martin T.
47
Ehrmann, Michael
45
Friedman, Milton
44
Gorodnichenko, Yuriy
44
Meltzer, Allan H.
44
Neuenkirch, Matthias
44
Fratzscher, Marcel
43
Wheelock, David C.
43
Poole, William
42
Timmermann, Allan
42
Caliendo, Marco
41
Mumtaz, Haroon
41
Lalive, Rafael
40
Levin, Andrew T.
40
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National Bureau of Economic Research
3
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
NBER Working Paper
3
NBER working paper series
3
Working paper / National Bureau of Economic Research, Inc.
3
CFS working paper series
2
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
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2
Working papers / Rodney L. White Center for Financial Research
2
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1
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1
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1
Handbook of economic forecasting ; 1
1
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1
International finance discussion papers
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of international economics
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
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ECONIS (ZBW)
52
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1
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1
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:
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/10002634153
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/10002636085
Saved in:
4
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:
5
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Zhou, Hao
-
2007
Persistent link: https://www.econbiz.de/10003826928
Saved in:
6
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:
7
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
8
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:
9
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:
10
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
The American economic review
95
(
2005
)
2
,
pp. 398-404
Persistent link: https://www.econbiz.de/10003214098
Saved in:
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