//--> //--> //--> //-->
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
The asymmetric responses of st...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
145
Volatility
144
Theorie
89
Theory
88
Capital income
81
Kapitaleinkommen
81
Schätzung
69
Estimation
68
Prognoseverfahren
52
Börsenkurs
51
Forecasting model
51
Share price
51
USA
50
United States
48
Time series analysis
33
Zeitreihenanalyse
33
Risikoprämie
32
Risk premium
32
ARCH-Modell
28
ARCH model
26
Deutschland
23
Aktienmarkt
22
Ankündigungseffekt
22
Germany
22
Announcement effect
21
Stock market
21
Statistical distribution
18
Statistische Verteilung
18
Exchange rate
17
Wechselkurs
17
Devisenmarkt
16
Foreign exchange market
16
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Japan
15
Impact assessment
14
Wirkungsanalyse
14
CAPM
13
Deutsche Mark
13
Großbritannien
13
more ...
less ...
Online availability
All
Free
99
Undetermined
21
Type of publication
All
Book / Working Paper
120
Article
66
Type of publication (narrower categories)
All
Working Paper
67
Arbeitspapier
63
Article in journal
59
Aufsatz in Zeitschrift
59
Graue Literatur
57
Non-commercial literature
57
Aufsatz im Buch
5
Book section
5
Systematic review
2
Übersichtsarbeit
2
Aufsatzsammlung
1
Festschrift
1
more ...
less ...
Language
All
English
185
Undetermined
1
Author
All
Bollerslev, Tim
Caporale, Guglielmo Maria
758
Gupta, Rangan
543
McAleer, Michael
504
Belke, Ansgar
389
Gil-Alaña, Luis A.
369
Wagner, Joachim
350
Narayan, Paresh Kumar
332
Kilian, Lutz
329
Pesaran, M. Hashem
279
Bahmani-Oskooee, Mohsen
259
Pierdzioch, Christian
246
Buch, Claudia M.
226
Tiwari, Aviral Kumar
211
Diebold, Francis X.
210
Schneider, Friedrich
210
Bekaert, Geert
200
Schnabel, Claus
194
Chang, Chia-Lin
187
Heckman, James J.
183
Campbell, John Y.
182
Dreger, Christian
182
Hammoudeh, Shawkat
180
Nunnenkamp, Peter
177
Aizenman, Joshua
173
Görg, Holger
172
Rault, Christophe
172
Herwartz, Helmut
171
Wohar, Mark E.
171
McMillan, David G.
170
Hautsch, Nikolaus
169
Addison, John T.
168
Zaremba, Adam
168
Koopman, Siem Jan
167
Härdle, Wolfgang
163
Apergēs, Nikolaos
162
Cheung, Yin-Wong
162
Shahbaz, Muhammad
160
Woessmann, Ludger
158
Stulz, René M.
157
more ...
less ...
Institution
All
National Bureau of Economic Research
16
Rodney L. White Center for Financial Research
3
The Wharton Financial Institutions Center
2
Department of Economics, University of Pennsylvania
1
Federal Reserve Board (Board of Governors of the Federal Reserve System)
1
School of Economics and Management, University of Aarhus
1
Université de Montréal / Département de sciences économiques
1
more ...
less ...
Published in...
All
Journal of econometrics
19
NBER working paper series
15
NBER Working Paper
12
Working paper / National Bureau of Economic Research, Inc.
12
CREATES research paper
10
ERID working paper
8
CFS working paper series
6
Finance and economics discussion series
6
Working papers / Financial Institutions Center
6
Economic Research Initiatives at Duke (ERID) Working Paper
5
Journal of financial economics
5
The journal of finance : the journal of the American Finance Association
5
CFS Working Paper
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Working papers / Rodney L. White Center for Financial Research
3
CREATES Research Paper
2
Financial Institutions Center
2
Foreign exchange markets
2
International economic review
2
International finance discussion papers
2
Journal of applied econometrics
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
Advanced texts in econometrics
1
American Economic Review papers and proceedings
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
more ...
less ...
Source
All
ECONIS (ZBW)
179
EconStor
4
RePEc
3
Showing
1
-
10
of
186
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk and return : long-run relations, fractional
cointegration
, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
2
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:
3
Risk and return : long-run relationships, fractional
cointegration
, and return predictability
Bollerslev, Tim
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009785804
Saved in:
4
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:
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
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
7
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
8
Volume,
volatility
, and public news announcements
Bollerslev, Tim
;
Li, Jia
;
Xue, Yuan
- In:
The review of economic studies
85
(
2018
)
4/305
,
pp. 2005-2041
Persistent link: https://www.econbiz.de/10012263342
Saved in:
9
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:
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
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->