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Bollerslev, Tim
Fabozzi, Frank J.
308
Caporale, Guglielmo Maria
288
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279
McAleer, Michael
256
Campbell, John Y.
239
Zaremba, Adam
187
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147
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Bali, Turan G.
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McMillan, David G.
135
Faff, Robert W.
134
Harvey, Campbell R.
131
Narayan, Paresh Kumar
130
Stulz, René M.
128
Massa, Massimo
127
Ang, Andrew
125
Diebold, Francis X.
124
Goetzmann, William N.
124
Lo, Andrew W.
124
Zhou, Guofu
120
Poterba, James M.
119
Shleifer, Andrei
116
Satchell, Stephen
114
Allen, David E.
113
Pierdzioch, Christian
113
Chang, Chia-Lin
110
Titman, Sheridan
110
Platen, Eckhard
107
Subrahmanyam, Avanidhar
106
Wohar, Mark E.
106
Bouri, Elie
105
Engle, Robert F.
105
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105
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ECONIS (ZBW)
119
EconStor
1
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1
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:
2
Investor attention and time-varying comovements
Peng, Lin
;
Xiong, Wei
;
Bollerslev, Tim
- In:
European financial management : the journal of the …
13
(
2007
)
3
,
pp. 394-422
Persistent link: https://www.econbiz.de/10003550521
Saved in:
3
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
4
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:
5
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:
6
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:
7
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
8
Roughing up beta : continuous vs. discontinuous betas, and the cross-section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442477
Saved in:
9
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
10
The distribution of stock return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001476423
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