//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Bollerslev, Tim"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Exchange rate uncertainty and...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
145
Volatility
144
Theorie
84
Theory
83
Capital income
75
Kapitaleinkommen
75
Estimation
55
Schätzung
55
Prognoseverfahren
51
Forecasting model
50
Börsenkurs
42
Share price
42
USA
40
United States
39
Time series analysis
30
Zeitreihenanalyse
30
Risikoprämie
28
Risk premium
28
ARCH-Modell
23
Deutschland
23
ARCH model
22
Ankündigungseffekt
22
Germany
22
Announcement effect
21
Aktienmarkt
20
Stock market
19
Statistical distribution
18
Statistische Verteilung
18
Exchange rate
16
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Wechselkurs
16
Devisenmarkt
15
Japan
15
Foreign exchange market
14
Impact assessment
14
Wirkungsanalyse
14
Großbritannien
12
High-frequency data
11
Market microstructure
11
more ...
less ...
Online availability
All
Free
88
Undetermined
21
Type of publication
All
Book / Working Paper
105
Article
61
Type of publication (narrower categories)
All
Working Paper
57
Arbeitspapier
55
Article in journal
55
Aufsatz in Zeitschrift
55
Graue Literatur
48
Non-commercial literature
48
Aufsatz im Buch
4
Book section
4
Aufsatzsammlung
1
Festschrift
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
165
Undetermined
1
Author
All
Bollerslev, Tim
Wagner, Joachim
1,109
Zimmermann, Klaus F.
824
Schnabel, Claus
686
Boss, Alfred
655
Wagner, Gert G.
648
Schmidt, Christoph M.
493
Fritsch, Michael
474
Nierhaus, Wolfgang
441
Caporale, Guglielmo Maria
440
McAleer, Michael
408
Steiner, Viktor
407
Franz, Wolfgang
388
Merz, Joachim
388
Peichl, Andreas
365
Fitzenberger, Bernd
356
Bellmann, Lutz
346
Berthold, Norbert
337
Belke, Ansgar
334
Schmähl, Winfried
333
Börsch-Supan, Axel
318
Fuest, Clemens
316
Bauer, Thomas K.
314
Wohlrabe, Klaus
312
Schupp, Jürgen
310
Caliendo, Marco
306
Albach, Horst
303
Gupta, Rangan
300
Raffelhüschen, Bernd
297
Addison, John T.
293
Sinn, Hans-Werner
289
Städtler, Arno
288
Scheide, Joachim
282
Siebert, Horst
280
Frondel, Manuel
278
Bach, Stefan
276
Eichhorst, Werner
275
Haucap, Justus
275
Müller, Klaus
272
Bonin, Holger
258
Grabka, Markus M.
258
more ...
less ...
Institution
All
National Bureau of Economic Research
15
Rodney L. White Center for Financial Research
3
The Wharton Financial Institutions Center
2
Department of Economics, University of Pennsylvania
1
School of Economics and Management, University of Aarhus
1
Université de Montréal / Département de sciences économiques
1
Published in...
All
Journal of econometrics
19
NBER working paper series
14
NBER Working Paper
11
Working paper / National Bureau of Economic Research, Inc.
10
CREATES research paper
9
ERID working paper
7
CFS working paper series
5
Economic Research Initiatives at Duke (ERID) Working Paper
5
Finance and economics discussion series
5
Journal of financial economics
5
The journal of finance : the journal of the American Finance Association
5
Working papers / Financial Institutions Center
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Working papers / Rodney L. White Center for Financial Research
3
CFS Working Paper
2
CREATES Research Paper
2
Financial Institutions Center
2
Foreign exchange markets
2
International economic review
2
International finance discussion papers
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Journal of financial and quantitative analysis : JFQA
2
The review of economics and statistics
2
Advanced texts in econometrics
1
American Economic Review papers and proceedings
1
CREATES Research Papers
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Tinbergen Institute
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Economics letters
1
Edward Elgar E-Book Archive
1
Edward Elgar books
1
Elgaronline
1
European financial management : the journal of the European Financial Management Association
1
Financial markets and asset pricing
1
more ...
less ...
Source
All
ECONIS (ZBW)
162
EconStor
2
RePEc
2
Showing
1
-
10
of
166
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
2
Long-term equity anticipation securities and stock market
volatility
dynamics
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10001400092
Saved in:
3
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
4
Risk and return : long-run relations, fractional
cointegration
, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
5
Deutsche Mark-dollar
volatility
: intraday activity patterns, macroeconomic announcements, and longer run dependencies
Andersen, Torben
;
Bollerslev, Tim
- In:
Foreign exchange markets
,
(pp. 133-179)
.
2005
Persistent link: https://www.econbiz.de/10003290893
Saved in:
6
Correcting the errors :
volatility
forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
7
Estimating stochastic
volatility
diffusion using conditional moments of integrated
volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
Saved in:
8
Estimating stochastic
volatility
diffusion using conditional moments of integrated
volatility
Bollerslev, Tim
;
Zhou, Hao
-
2001
Persistent link: https://www.econbiz.de/10001637889
Saved in:
9
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:
10
Correcting the errors : a note on
volatility
forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->