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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Volatilität
201
Volatility
200
Theorie
131
Theory
130
Schätzung
99
Estimation
98
Capital income
97
Kapitaleinkommen
97
Börsenkurs
71
Share price
71
Time series analysis
66
Prognoseverfahren
64
USA
64
Forecasting model
63
United States
61
Estimation theory
48
Schätztheorie
48
Risikoprämie
46
Risk premium
46
Stochastic process
44
Stochastischer Prozess
44
high-frequency data
36
ARCH-Modell
35
ARCH model
34
CAPM
31
Ankündigungseffekt
30
Announcement effect
29
Nichtparametrisches Verfahren
29
Nonparametric statistics
29
Exchange rate
28
Wechselkurs
28
Risk
25
High-frequency data
24
Aktienmarkt
23
Deutschland
23
Risiko
23
jumps
23
Devisenmarkt
22
Foreign exchange market
22
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Online availability
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Free
28
Undetermined
16
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Book / Working Paper
35
Article
31
Type of publication (narrower categories)
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Article in journal
29
Aufsatz in Zeitschrift
29
Graue Literatur
18
Non-commercial literature
18
Arbeitspapier
17
Working Paper
17
Aufsatz im Buch
1
Aufsatzsammlung
1
Book section
1
Collection of articles of several authors
1
Festschrift
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
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Language
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English
66
Author
All
Bollerslev, Tim
43
Todorov, Viktor
23
Tauchen, George Eugene
20
Andersen, Torben
11
Li, Jia
10
Andersen, Torben G.
7
Sizova, Natalia
7
Diebold, Francis X.
6
Engle, Robert F.
6
Tauchen, George
6
Nelson, Daniel B.
4
Patton, Andrew J.
4
Quaedvlieg, Rogier
4
Baillie, Richard
3
Grynkiv, Iaryna
3
Meddahi, Nour
3
Mikkelsen, Hans Ole Æ.
3
Labys, Paul
2
Medeiros, Marcelo C.
2
Zhang, Congshan
2
Chaves, Leonardo Salim Saker
1
Chen, Rui
1
Christoffersen, Peter F.
1
Frederiksen, Per
1
Ghysels, Eric
1
Hodrick, Robert J.
1
Li, Yingying
1
Liao, Zhipeng
1
Lin, Huidi
1
Litvinova, Julia
1
Nielsen, Morten Ørregaard
1
Nyawa, Serge
1
Osterrieder, Daniela
1
Reiß, Markus
1
Riva, Raul
1
Russell, Jeffrey R.
1
Tan, Yingwen
1
Thyrsgaard, Martin
1
Watson, Mark W.
1
Zhang, Zhiyuan
1
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Institution
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National Bureau of Economic Research
2
The Wharton Financial Institutions Center
1
University of Chicago / Graduate School of Business / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
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Journal of econometrics
13
Economic Research Initiatives at Duke (ERID) Working Paper
7
ERID working paper
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
CFS working paper series
2
CREATES research paper
2
NBER working paper series
2
Quantitative economics : QE ; journal of the Econometric Society
2
Working paper
2
Working paper / National Bureau of Economic Research, Inc.
2
Advanced texts in econometrics
1
CREATES Research Paper
1
CREATES Research Paper 2008-49
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper / Department of Economics, University of California San Diego
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
Handbook of economic forecasting ; 1
1
International economic review
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of time series econometrics
1
NBER Working Paper
1
Review of finance : journal of the European Finance Association
1
SFB 649 discussion paper
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The journal of finance : the journal of the American Finance Association
1
Working paper series economics and econometrics
1
Working papers / Financial Institutions Center
1
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ECONIS (ZBW)
66
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1
Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
-
current version
Persistent link: https://www.econbiz.de/10000891757
Saved in:
2
Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
Persistent link: https://www.econbiz.de/10000896214
Saved in:
3
Arch models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000878183
Saved in:
4
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:
5
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
Saved in:
6
Leverage and volatility feedback effects in high-frequency data
Bollerslev, Tim
;
Litvinova, Julia
;
Tauchen, George Eugene
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 353-384
Persistent link: https://www.econbiz.de/10003354051
Saved in:
7
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:
8
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
Saved in:
9
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
10
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10009559443
Saved in:
1
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3
4
5
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