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Volatilität
148
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147
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124
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123
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82
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82
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76
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72
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70
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Bollerslev, Tim
524
Domowitz, Ian
181
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
Madhavan, Ananth
19
Hubbard, R. Glenn
16
Sizova, Natalia
16
Petersen, Bruce C.
15
Quaedvlieg, Rogier
15
Diebold, Francis
14
Wu, Jin
14
Xu, Lai
13
Baillie, Richard T.
12
Coppejans, Mark
12
Engle, Robert F.
12
Meddahi, Nour
12
Baillie, Richard
11
Glen, Jack
11
Glen, Jack D.
11
Tauchen, George Eugene
11
Anderson, Torben G.
10
Kretschmer, Uta
10
Li, Jia
10
Li, Sophia Zhengzi
10
Pigorsch, Christian
10
El-Gamal, Mahmoud A.
9
Wright, Jonathan H.
9
Dobrev, Dobrislav
8
Ebens, Heiko
8
Nielsen, Morten Ørregaard
8
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7
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School of Economics and Management, University of Aarhus
22
National Bureau of Economic Research
20
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20
Center for Financial Studies
12
Duke University, Department of Economics
10
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7
Federal Reserve Board (Board of Governors of the Federal Reserve System)
7
Institute for Policy Research (IPR), Northwestern University
7
Financial Institutions Center, Wharton School of Business
6
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5
Rodney L. White Center for Financial Research
4
Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management
3
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
3
Finance Department, Stern School of Business
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
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1
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1
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1
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Journal of econometrics
41
CREATES Research Papers
22
Journal of Econometrics
22
NBER Working Paper
20
NBER Working Papers
19
NBER working paper series
19
The journal of finance : the journal of the American Finance Association
19
The journal of trading
16
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16
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14
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12
CREATES research paper
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
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10
ERID working paper
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Journal of Finance
9
Journal of international money and finance
8
The review of economics and statistics
8
CFS working paper series
7
Econometric theory
7
IPR working papers
7
Journal of empirical finance
7
Journal of financial economics
7
PIER Working Paper Archive
7
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7
CFS Working Paper
6
CREATES Research Paper
6
Center for Financial Institutions Working Papers
6
Finance and economics discussion series
6
Journal of Business & Economic Statistics
6
Journal of applied econometrics
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
5
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ECONIS (ZBW)
375
RePEc
230
OLC EcoSci
98
BASE
13
EconStor
13
Other ZBW resources
1
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71
The distribution of stock return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001476423
Saved in:
72
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001477784
Saved in:
73
Variance-ratio statistics and high-frequency data : testing for changes in intraday volatility patterns
Andersen, Torben
;
Bollerslev, Tim
;
Das, Ashish
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 305-327
Persistent link: https://www.econbiz.de/10001575072
Saved in:
74
Volatility puzzles : a unified framework for gauging return-volatility regressions
Bollerslev, Tim
;
Zhou, Hao
-
2003
Persistent link: https://www.econbiz.de/10001787397
Saved in:
75
Semiparametric estimation of long-memory volatility dependencies : the role of high-frequency data
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10001497682
Saved in:
76
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:
77
Real-time price discovery in stock, bond and foreign exchange markets
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002815851
Saved in:
78
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002634153
Saved in:
79
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035
Saved in:
80
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002636085
Saved in:
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