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~person:"Bollerslev, Tim"
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Volatilität
145
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144
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80
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79
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70
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70
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Bollerslev, Tim
McAleer, Michael
396
Caporale, Guglielmo Maria
255
Gupta, Rangan
251
Wagner, Joachim
206
Bahmani-Oskooee, Mohsen
205
Jimeno, Juan F.
172
Aizenman, Joshua
171
Cheung, Yin-Wong
167
Chang, Chia-Lin
159
Pierdzioch, Christian
149
MacDonald, Ronald
147
Dolado, Juan J.
143
Diebold, Francis X.
138
Görg, Holger
138
De Grauwe, Paul
137
Baldwin, John R.
134
Frankel, Jeffrey A.
126
Edwards, Sebastian
125
Taylor, Mark P.
120
Bouri, Elie
118
Chinn, Menzie David
116
Sosvilla-Rivero, Simón
116
Spagnolo, Nicola
115
Eichengreen, Barry
111
Mairesse, Jacques
110
Obstfeld, Maurice
108
Belke, Ansgar
106
Andersen, Torben
103
Bentolila, Samuel
103
Bacchetta, Philippe
102
Bekaert, Geert
102
Jiménez-Martín, Sergi
101
Weichselberger, Annette
100
Kočenda, Evžen
99
Sarno, Lucio
97
Salas-Fumás, Vicente
96
Koopman, Siem Jan
95
Corsetti, Giancarlo
94
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94
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15
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3
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3
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1
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19
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5
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5
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5
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4
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4
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1
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
157
RePEc
2
EconStor
1
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1
Deutsche Mark-dollar
volatility
: intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
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
Bridging the gap between the distribution of realized (ECU)
volatility
and ARCH modelling (of the Euro) : the GARCH-NIG model
Forsberg, Lars
;
Bollerslev, Tim
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 535-548
Persistent link: https://www.econbiz.de/10001709314
Saved in:
4
Estimating stochastic
volatility
diffusion using conditional moments of integrated
volatility
Bollerslev, Tim
;
Zhou, Hao
-
2001
Persistent link: https://www.econbiz.de/10001637889
Saved in:
5
Forecasting financial market
volatility
: sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
6
Exchange rate returns standardized by realized
volatility
are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001477784
Saved in:
7
Semiparametric estimation of long-memory
volatility
dependencies : the role of high-frequency data
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10001497682
Saved in:
8
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:
9
Exchange rate returns standardized by realized
volatility
are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
10
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:
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