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USA
Theorie
151
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150
Volatilität
145
Volatility
144
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105
Estimation theory
101
Capital income
81
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81
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78
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77
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66
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59
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47
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Bollerslev, Tim
60
Andersen, Torben
25
Diebold, Francis X.
24
Wooldridge, Jeffrey M.
10
Zhou, Hao
9
Christoffersen, Peter F.
8
Vega, Clara
6
Wu, Jin
6
Todorov, Viktor
5
Andersen, Torben G.
3
Gibson, Michael S.
3
Baillie, Richard
2
Cai, Jun
2
Dieterle, Steven G.
2
Domowitz, Ian
2
Guarino, Cassandra
2
Hood, Benjamin
2
Huss, John
2
Labys, Paul
2
Marrone, James
2
Meddahi, Nour
2
Mikkelsen, Hans Ole Æ.
2
Pedersen, Lasse Heje
2
Reckase, Mark D.
2
Song, Frank M.
2
Tauchen, George Eugene
2
Xu, Lai
2
Anderson, Torben G.
1
Engle, Robert F.
1
Ghysels, Eric
1
Hodrick, Robert J.
1
Jubinski, Dan
1
Lange, Steve
1
Li, Jia
1
Li, Qi
1
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1
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1
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1
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1
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1
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4
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4
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3
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3
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2
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2
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2
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1
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1
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1
Econometric analysis of financial and economic time series ; part B
1
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1
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1
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1
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1
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1
Journal of financial and quantitative analysis : JFQA
1
Journal of international economics
1
Review of futures markets
1
The American economic review
1
The South-Western College publishing series in economics
1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
1
Working papers / Penn Institute for Economic Research
1
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ECONIS (ZBW)
66
EconStor
4
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1
Modelling the coherence in short-run nominal exchange rates : a multivariate generalized ARCH model
Bollerslev, Tim
- In:
The review of economics and statistics
72
(
1990
)
3
,
pp. 498-505
Persistent link: https://www.econbiz.de/10001093160
Saved in:
2
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
Saved in:
3
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10003350610
Saved in:
4
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
5
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
Saved in:
6
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
7
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
Saved in:
8
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
- In:
The risks of financial institutions : [...papers and …
,
(pp. 513-548)
.
2006
Persistent link: https://www.econbiz.de/10003445632
Saved in:
9
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
10
Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003586300
Saved in:
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