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Volatilität
148
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Bollerslev, Tim
524
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181
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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
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24
Patton, Andrew J.
23
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19
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16
Sizova, Natalia
16
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15
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15
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14
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14
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13
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12
Coppejans, Mark
12
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12
Meddahi, Nour
12
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11
Glen, Jack
11
Glen, Jack D.
11
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10
Kretschmer, Uta
10
Li, Jia
10
Li, Sophia Zhengzi
10
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10
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9
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9
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10
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1
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Journal of econometrics
41
CREATES Research Papers
22
Journal of Econometrics
22
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20
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19
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19
The journal of finance : the journal of the American Finance Association
19
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16
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16
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14
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12
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
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9
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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
The Review of Economics and Statistics
6
Econometrica
5
Economic Research Initiatives at Duke (ERID) Working Paper
5
Finance and Economics Discussion Series
5
Journal of International Money and Finance
5
Journal of international economics
5
Michigan State - Econometrics and Economic Theory
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ECONIS (ZBW)
375
RePEc
230
OLC EcoSci
98
BASE
13
EconStor
13
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1
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1
Price volatility, spread variability, and the role of alternative market mechanisms
Bollerslev, Tim
- In:
Review of futures markets
10
(
1992
)
1
,
pp. 78-102
Persistent link: https://www.econbiz.de/10001132152
Saved in:
2
Order flow and the bid-ask spread : an empirical probability model of screen-based trading
Bollerslev, Tim
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1471-1491
Persistent link: https://www.econbiz.de/10001222036
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
Generalized autoregressive conditional heteroskedasticity
Bollerslev, Tim
- In:
Journal of econometrics
3
(
1986
),
pp. 307-327
Persistent link: https://www.econbiz.de/10001036197
Saved in:
5
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:
6
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:
7
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:
8
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
Saved in:
9
ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000899195
Saved in:
10
Arch models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000878183
Saved in:
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