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Generalized autoregressive con...
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Volatilität
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Bollerslev, Tim
525
Andersen, Torben G.
163
Diebold, Francis X.
151
Andersen, Torben
64
Zhou, Hao
44
Todorov, Viktor
36
Vega, Clara
35
Christoffersen, Peter F.
34
Labys, Paul
32
Tauchen, George
29
Bollerslev, T.
24
Patton, Andrew J.
23
Sizova, Natalia
16
Quaedvlieg, Rogier
15
Diebold, Francis
14
Wu, Jin
14
Xu, Lai
13
Baillie, Richard T.
12
Engle, Robert F.
12
Meddahi, Nour
12
Baillie, Richard
11
Tauchen, George Eugene
11
Anderson, Torben G.
10
Kretschmer, Uta
10
Li, Jia
10
Li, Sophia Zhengzi
10
Pigorsch, Christian
10
Wright, Jonathan H.
9
Dobrev, Dobrislav
8
Domowitz, Ian
8
Ebens, Heiko
8
Nielsen, Morten Ørregaard
8
Das, Ashish
7
Baillie, R.T.
6
Baillie, Richard T
6
Christoffersen, Peter
6
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6
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6
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5
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Journal of econometrics
38
CREATES Research Papers
22
Journal of Econometrics
20
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18
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17
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17
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14
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14
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13
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12
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12
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11
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9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
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8
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7
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7
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6
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6
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6
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6
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6
Journal of international money and finance
6
The review of economics and statistics
6
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5
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5
Finance and Economics Discussion Series
5
Journal of applied econometrics
5
Michigan State - Econometrics and Economic Theory
5
Cahiers de recherche
4
Econometrica
4
International economic review
4
Journal of International Money and Finance
4
Journal of international economics
4
Memo / Økonomisk Institut, Aarhus Universitet
4
The Review of Economics and Statistics
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ECONIS (ZBW)
282
RePEc
175
OLC EcoSci
76
BASE
12
EconStor
10
Other ZBW resources
2
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1
Financial econometrics: past developments and future challenges
Bollerslev, Tim
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 41-51
Persistent link: https://www.econbiz.de/10001546139
Saved in:
2
A conditionally heteroskedastic time series model for speculative prices and rates of return
Bollerslev, Tim
- In:
The review of economics and statistics
69
(
1987
)
3
,
pp. 542-547
Persistent link: https://www.econbiz.de/10001032369
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange
Baillie, Richard
;
Bollerslev, Tim
;
Redfearn, Michael R.
-
1991
Persistent link: https://www.econbiz.de/10000823527
Saved in:
8
Arch models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000878183
Saved in:
9
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:
10
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
;
Bollerslev, Tim
-
1996
Persistent link: https://www.econbiz.de/10000603372
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