//--> //--> //--> //-->
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
Identifying jumps in financial...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
145
Volatility
144
Theorie
85
Theory
84
Capital income
81
Kapitaleinkommen
81
Estimation
60
Schätzung
60
Prognoseverfahren
52
Börsenkurs
51
Forecasting model
51
Share price
51
USA
36
United States
36
Time series analysis
32
Zeitreihenanalyse
32
Risikoprämie
31
Risk premium
31
ARCH-Modell
23
ARCH model
22
Statistical distribution
18
Statistische Verteilung
18
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Exchange rate
15
Japan
15
Wechselkurs
15
Ankündigungseffekt
14
Announcement effect
14
Deutschland
14
Germany
14
Aktienmarkt
13
Stock market
13
CAPM
12
High-frequency data
11
Market microstructure
11
Marktmikrostruktur
11
Stochastic process
11
Stochastischer Prozess
11
Beta risk
10
more ...
less ...
Online availability
All
Free
87
Undetermined
21
Type of publication
All
Book / Working Paper
107
Article
60
Type of publication (narrower categories)
All
Working Paper
57
Arbeitspapier
56
Article in journal
54
Aufsatz in Zeitschrift
54
Graue Literatur
51
Non-commercial literature
51
Aufsatz im Buch
4
Book section
4
Systematic review
2
Übersichtsarbeit
2
Aufsatzsammlung
1
Festschrift
1
more ...
less ...
Language
All
English
166
Undetermined
1
Author
All
Bollerslev, Tim
McAleer, Michael
428
Caporale, Guglielmo Maria
387
Gupta, Rangan
363
Härdle, Wolfgang
240
Linton, Oliver
233
Pierdzioch, Christian
180
Zaremba, Adam
180
Bekaert, Geert
178
Diebold, Francis X.
177
Phillips, Peter C. B.
168
Campbell, John Y.
167
McMillan, David G.
166
Gao, Jiti
158
Narayan, Paresh Kumar
156
Gil-Alaña, Luis A.
154
Fabozzi, Frank J.
153
Chang, Chia-Lin
148
Pesaran, M. Hashem
147
Hautsch, Nikolaus
145
Bali, Turan G.
138
Engle, Robert F.
138
Madan, Dilip B.
136
Chen, Xiaohong
134
Timmermann, Allan
133
Bouri, Elie
129
Wohar, Mark E.
128
Allen, David E.
127
Harvey, Campbell R.
121
Lux, Thomas
121
Chiarella, Carl
120
Scaillet, Olivier
120
Hammoudeh, Shawkat
114
Tiwari, Aviral Kumar
113
Aizenman, Joshua
112
Faff, Robert W.
112
Stulz, René M.
112
Spagnolo, Nicola
110
Andersen, Torben
109
Stambaugh, Robert F.
109
more ...
less ...
Institution
All
National Bureau of Economic Research
15
Rodney L. White Center for Financial Research
2
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
CREATES research paper
10
Working paper / National Bureau of Economic Research, Inc.
10
ERID working paper
8
Finance and economics discussion series
6
Economic Research Initiatives at Duke (ERID) Working Paper
5
Journal of financial economics
5
Working papers / Financial Institutions Center
5
CFS working paper series
4
The journal of finance : the journal of the American Finance Association
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
CREATES Research Paper
2
Financial Institutions Center
2
Foreign exchange markets
2
International economic review
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
The review of financial studies
2
Working papers / Rodney L. White Center for Financial Research
2
Advanced texts in econometrics
1
American Economic Review papers and proceedings
1
CFS Working Paper
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)
164
RePEc
2
EconStor
1
Showing
51
-
60
of
167
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
51
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:
52
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:
53
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
54
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
55
Volatility
in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
Saved in:
56
Volatility
in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10009559443
Saved in:
57
Volatility
in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10009560379
Saved in:
58
A discrete-time model for daily S&P500 returns and realized variations : jumps and leverage effects
Bollerslev, Tim
;
Kretschmer, Uta
;
Pigorsch, Christian
; …
-
2005
Persistent link: https://www.econbiz.de/10010218862
Saved in:
59
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:
60
Volatility
in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
- In:
Review of finance : journal of the European Finance …
16
(
2012
)
1
,
pp. 31-80
Persistent link: https://www.econbiz.de/10009520608
Saved in:
First
Prev
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->