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Volatilität
145
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Bollerslev, Tim
McAleer, Michael
406
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375
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325
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165
Zaremba, Adam
154
Campbell, John Y.
148
Bekaert, Geert
146
Bouri, Elie
145
Chang, Chia-Lin
144
McMillan, David G.
139
Diebold, Francis X.
138
Narayan, Paresh Kumar
132
Corbet, Shaen
130
Engle, Robert F.
129
Hautsch, Nikolaus
128
Fabozzi, Frank J.
126
Härdle, Wolfgang
125
Gil-Alaña, Luis A.
124
Chiarella, Carl
123
Lux, Thomas
119
Tiwari, Aviral Kumar
119
Lucey, Brian M.
118
Allen, David E.
115
Aizenman, Joshua
114
Spagnolo, Nicola
112
Faff, Robert W.
110
Stulz, René M.
109
Bali, Turan G.
108
Hammoudeh, Shawkat
106
Ma, Feng
106
Andersen, Torben
105
Wohar, Mark E.
101
Harvey, Campbell R.
98
Stambaugh, Robert F.
96
Zhang, Lu
96
Bohl, Martin T.
93
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92
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91
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91
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2
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1
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1
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1
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ECONIS (ZBW)
170
RePEc
9
EconStor
3
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1
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182
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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
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:
3
DM-dollar
volatility
: intraday activity patterns, macroeconomic announcements, and longer run dependencies
Andersen, Torben
;
Bollerslev, Tim
-
1996
Persistent link: https://www.econbiz.de/10000609240
Saved in:
4
Equity trading volume and
volatility
: latent information arrivals and common long-run dependencies
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001253392
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
Volatility
and public news announcements
Bollerslev, Tim
;
Li, Jia
;
Xue, Yuan
-
2016
Persistent link: https://www.econbiz.de/10011524097
Saved in:
8
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
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
Saved in:
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