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
Signalling by underwriter rete...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
81
Kapitaleinkommen
81
Volatility
70
Volatilität
70
Theorie
49
Theory
49
Estimation
37
Schätzung
37
Forecasting model
31
Prognoseverfahren
31
Börsenkurs
29
Share price
29
Risikoprämie
22
Risk premium
22
Time series analysis
22
Zeitreihenanalyse
22
Statistical distribution
12
Statistische Verteilung
12
USA
11
United States
11
Aktienmarkt
10
CAPM
10
Stock market
10
Japan
9
ARCH model
8
ARCH-Modell
8
Aktienindex
8
Deutschland
8
Exchange rate
8
Germany
8
Stock index
8
Wechselkurs
8
Deutsche Mark
7
High-frequency data
7
Modellierung
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Scientific modelling
7
Stochastic process
7
Stochastischer Prozess
7
more ...
less ...
Online availability
All
Free
47
Undetermined
12
Type of publication
All
Book / Working Paper
54
Article
27
Type of publication (narrower categories)
All
Arbeitspapier
30
Working Paper
30
Graue Literatur
29
Non-commercial literature
29
Article in journal
26
Aufsatz in Zeitschrift
26
Language
All
English
81
Author
All
Bollerslev, Tim
Gupta, Rangan
166
Zaremba, Adam
159
Caporale, Guglielmo Maria
144
McAleer, Michael
128
Bekaert, Geert
111
Campbell, John Y.
111
Bali, Turan G.
103
McMillan, David G.
99
Diebold, Francis X.
95
Harvey, Campbell R.
91
Chang, Chia-Lin
86
Titman, Sheridan
83
Stambaugh, Robert F.
79
Zhou, Guofu
79
Liu, Jin-tan
78
Timmermann, Allan
77
Li, K. T.
76
Cakici, Nusret
74
Faff, Robert W.
73
Zhang, Lu
72
Narayan, Paresh Kumar
70
Guidolin, Massimo
68
Pierdzioch, Christian
66
Wohar, Mark E.
66
Ang, Andrew
64
Subrahmanyam, Avanidhar
64
Hasan, Iftekhar
61
Goetzmann, William N.
58
Chan, Kam C.
57
Chemmanur, Thomas J.
57
Plastun, Alex
57
Stulz, René M.
57
Baert, Stijn
55
Gil-Alaña, Luis A.
55
Jagannathan, Ravi
55
Bouri, Elie
54
Brooks, Robert
53
Ferson, Wayne E.
53
Gounopoulos, Dimitrios
53
more ...
less ...
Institution
All
National Bureau of Economic Research
7
Rodney L. White Center for Financial Research
1
The Wharton Financial Institutions Center
1
Published in...
All
Journal of econometrics
8
CREATES research paper
7
NBER working paper series
7
ERID working paper
6
Working paper / National Bureau of Economic Research, Inc.
6
Economic Research Initiatives at Duke (ERID) Working Paper
5
Journal of financial economics
5
NBER Working Paper
5
CFS working paper series
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
Financial Institutions Center
2
The review of economics and statistics
2
Working papers / Financial Institutions Center
2
CREATES Research Paper
1
Economics letters
1
Handbook of economic forecasting ; 1
1
International economic review
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
NBER reporter online
1
Queen's Economics Department working paper
1
Review of finance : journal of the European Finance Association
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The review of financial studies
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
81
Showing
1
-
10
of
81
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for market microstructure effects in intraday volatility : a reassessment of the Tokyo FX experiment
Anderson, Torben G.
;
Bollerslev, Tim
;
Das, Ashish
-
1998
Persistent link: https://www.econbiz.de/10000673940
Saved in:
2
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:
3
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
;
Bollerslev, Tim
-
1996
Persistent link: https://www.econbiz.de/10000603372
Saved in:
4
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
5
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
6
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
7
Realized return volatility, asset pricing, and risk management
Andersen, Torben
;
Bollerslev, Tim
- In:
NBER reporter online
(
2006/2007
)
3
,
pp. 7-10
Persistent link: https://www.econbiz.de/10011366975
Saved in:
8
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
9
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:
10
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
