//--> //--> //--> //-->
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
Money Growth Volatility and Hi...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
145
Volatility
144
Theorie
87
Theory
86
Capital income
79
Kapitaleinkommen
79
Schätzung
69
Estimation
68
Prognoseverfahren
51
Forecasting model
50
Börsenkurs
48
Share price
48
USA
43
United States
42
Risikoprämie
32
Risk premium
32
Time series analysis
31
Zeitreihenanalyse
31
ARCH-Modell
28
ARCH model
26
Statistical distribution
18
Statistische Verteilung
18
Exchange rate
17
Wechselkurs
17
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Deutschland
15
Germany
15
Japan
15
Ankündigungseffekt
14
Announcement effect
14
Deutsche Mark
13
Aktienmarkt
12
Market microstructure
12
Marktmikrostruktur
12
Stock market
12
High-frequency data
11
Stochastic process
11
Stochastischer Prozess
11
CAPM
10
more ...
less ...
Online availability
All
Free
89
Undetermined
21
Type of publication
All
Book / Working Paper
107
Article
65
Type of publication (narrower categories)
All
Working Paper
59
Article in journal
58
Aufsatz in Zeitschrift
58
Arbeitspapier
57
Graue Literatur
51
Non-commercial literature
51
Aufsatz im Buch
5
Book section
5
Aufsatzsammlung
1
Festschrift
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
171
Undetermined
1
Author
All
Bollerslev, Tim
Caporale, Guglielmo Maria
558
McAleer, Michael
461
Gupta, Rangan
418
Belke, Ansgar
363
Wagner, Joachim
350
Gil-Alaña, Luis A.
313
Buch, Claudia M.
227
Pesaran, M. Hashem
212
Bahmani-Oskooee, Mohsen
209
Schneider, Friedrich
208
Pierdzioch, Christian
197
Schnabel, Claus
194
Diebold, Francis X.
191
Heckman, James J.
185
Chang, Chia-Lin
183
Narayan, Paresh Kumar
183
Aizenman, Joshua
175
Görg, Holger
172
Nunnenkamp, Peter
170
Addison, John T.
168
Koopman, Siem Jan
162
Woessmann, Ludger
158
Herwartz, Helmut
157
Fitzenberger, Bernd
153
Bauer, Thomas K.
149
Dreher, Axel
146
Härdle, Wolfgang
146
Riphahn, Regina T.
146
Tiwari, Aviral Kumar
146
Dreger, Christian
145
Cheung, Yin-Wong
144
Hautsch, Nikolaus
136
Egger, Peter
134
Serletis, Apostolos
134
MacDonald, Ronald
132
Wohar, Mark E.
132
Blundell, Richard W.
131
Chinn, Menzie David
129
Afonso, António
128
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
Working papers / Financial Institutions Center
6
CFS working paper series
5
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
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
CFS Working Paper
2
CREATES Research Paper
2
Financial Institutions Center
2
Foreign exchange markets
2
International economic review
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
Working papers / Rodney L. White Center for Financial Research
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
Financial markets and asset pricing
1
more ...
less ...
Source
All
ECONIS (ZBW)
168
EconStor
2
RePEc
2
Showing
1
-
10
of
172
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Answering the critics : yes, arch models do provide good
volatility
forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
2
Answering the skeptics : yes, standard
volatility
models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
3
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:
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
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:
6
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
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
Modeling and forecasting realized
volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
9
Estimating stochastic
volatility
diffusion using conditional moments of integrated
volatility
Bollerslev, Tim
;
Zhou, Hao
-
2001
Persistent link: https://www.econbiz.de/10001637889
Saved in:
10
Correcting the errors : a note on
volatility
forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
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...
//-->