//--> //--> //--> //-->
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
Religious anomalies in Islamic...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
63
Volatility
62
Börsenkurs
51
Share price
51
Capital income
45
Kapitaleinkommen
45
Theorie
38
Theory
37
Schätzung
34
ARCH-Modell
33
Estimation
33
ARCH model
32
Prognoseverfahren
25
Forecasting model
24
USA
24
Risikoprämie
23
Risk premium
23
Aktienmarkt
22
United States
22
Stock market
21
Time series analysis
21
Zeitreihenanalyse
21
Ankündigungseffekt
15
Announcement effect
14
Deutschland
13
Statistical distribution
13
Statistische Verteilung
13
Germany
12
Großbritannien
12
United Kingdom
11
Portfolio-Management
9
Risikomanagement
9
Devisenmarkt
8
Financial market
8
Finanzmarkt
8
Foreign exchange market
8
Impact assessment
8
Portfolio selection
8
Rentenmarkt
8
Risk management
8
more ...
less ...
Online availability
All
Free
60
Undetermined
14
Type of publication
All
Book / Working Paper
70
Article
35
Type of publication (narrower categories)
All
Working Paper
39
Arbeitspapier
35
Graue Literatur
33
Non-commercial literature
33
Article in journal
28
Aufsatz in Zeitschrift
28
Aufsatz im Buch
4
Book section
4
Systematic review
3
Übersichtsarbeit
3
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Festschrift
1
more ...
less ...
Language
All
English
104
Undetermined
1
Author
All
Bollerslev, Tim
Caporale, Guglielmo Maria
356
Hassan, M. Kabir
332
McAleer, Michael
286
Gupta, Rangan
262
Campbell, John Y.
141
Narayan, Paresh Kumar
138
Bekaert, Geert
135
Zaremba, Adam
126
Stulz, René M.
125
McMillan, David G.
124
Pierdzioch, Christian
114
Gil-Alaña, Luis A.
113
Hautsch, Nikolaus
109
Engle, Robert F.
108
Mirakhor, Abbas
107
Choudhury, Masudul Alam
100
Allen, David E.
97
Hammoudeh, Shawkat
97
Lux, Thomas
97
Chang, Chia-Lin
96
Theissen, Erik
95
Bohl, Martin T.
94
Faff, Robert W.
94
Spagnolo, Nicola
94
Tiwari, Aviral Kumar
93
Lucey, Brian M.
92
Ma, Feng
92
Shiller, Robert J.
90
Wohar, Mark E.
89
Bali, Turan G.
88
Ryu, Doojin
87
Becker, Sascha O.
85
Bouri, Elie
83
Shleifer, Andrei
81
Bauwens, Luc
76
Diebold, Francis X.
76
Subrahmanyam, Avanidhar
76
Jawadi, Fredj
75
Schiereck, Dirk
75
more ...
less ...
Institution
All
National Bureau of Economic Research
7
Economics and Econometrics Research Institute (EERI)
1
Federal Reserve Board (Board of Governors of the Federal Reserve System)
1
Rodney L. White Center for Financial Research
1
The Wharton Financial Institutions Center
1
University of Chicago / Graduate School of Business / Department of Economics
1
Published in...
All
CREATES research paper
8
Journal of econometrics
8
NBER working paper series
7
Working paper / National Bureau of Economic Research, Inc.
7
NBER Working Paper
6
CFS working paper series
5
ERID working paper
5
CFS Working Paper
3
Economic Research Initiatives at Duke (ERID) Working Paper
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial economics
3
Working papers / Financial Institutions Center
3
Finance and economics discussion series
2
Financial Institutions Center
2
Foreign exchange markets
2
Journal of financial and quantitative analysis : JFQA
2
Advanced texts in econometrics
1
CREATES Research Paper
1
CREATES Research Paper 2008-49
1
Discussion paper / Department of Economics, University of California San Diego
1
EERI Research Paper Series
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
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
International Finance Discussion Papers
1
International finance discussion papers
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international economics
1
NBER reporter online
1
Queen's Economics Department Working Paper
1
Queen's Economics Department working paper
1
Review of finance : journal of the European Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
98
EconStor
4
RePEc
2
BASE
1
Showing
1
-
10
of
105
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Intraday periodicity and volatility persistence in financial markets
Andersen, Torben
;
Bollerslev, Tim
- In:
Foreign exchange markets
,
(pp. 89-132)
.
2005
Persistent link: https://www.econbiz.de/10003290889
Saved in:
4
Equity clusters through the lens of realized semicorrelations
Bollerslev, Tim
;
Patton, Andrew J.
;
Zhang, Haozhe
- In:
Economics letters
211
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013172536
Saved in:
5
ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000899195
Saved in:
6
Arch models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000878183
Saved in:
7
Dan Nelson remembered
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 361-364
Persistent link: https://www.econbiz.de/10001190316
Saved in:
8
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:
9
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:
10
Financial econometrics: past developments and future challenges
Bollerslev, Tim
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 41-51
Persistent link: https://www.econbiz.de/10001546139
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...
//-->