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Tails, fears and risk premia
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Volatilität
203
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131
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101
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100
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97
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97
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71
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71
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64
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63
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50
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46
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Bollerslev, Tim
526
Andersen, Torben G.
182
Todorov, Viktor
168
Diebold, Francis X.
151
Andersen, Torben
92
Tauchen, George
63
Zhou, Hao
44
Tauchen, George Eugene
36
Vega, Clara
35
Christoffersen, Peter F.
34
Labys, Paul
32
Fusari, Nicola
26
Bollerslev, T.
24
Patton, Andrew J.
23
Li, Jia
22
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
Grynkiv, Iaryna
11
Anderson, Torben G.
10
Kretschmer, Uta
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
Thyrsgaard, Martin
8
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7
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6
Baillie, Richard T
6
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6
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6
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26
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21
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15
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12
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7
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7
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3
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1
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1
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1
International Symposium on Financial Engineering and Risk Management <2018, Schanghai>
1
Oxford University Press
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
65
CREATES Research Papers
26
Journal of Econometrics
25
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21
NBER Working Paper
21
NBER working paper series
20
NBER Working Papers
18
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17
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17
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16
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15
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15
The journal of finance : the journal of the American Finance Association
14
CFS Working Paper Series
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Economic Research Initiatives at Duke (ERID) Working Paper
11
Journal of Business & Economic Statistics
9
Econometric theory
8
Journal of financial economics
8
CFS working paper series
7
CREATES Research Paper
7
PIER Working Paper Archive
7
The review of economics and statistics
7
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7
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6
Center for Financial Institutions Working Papers
6
Finance and economics discussion series
6
Journal of Finance
6
Journal of applied econometrics
6
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6
Journal of international money and finance
6
Quantitative Economics
6
The review of financial studies
6
Econometrica
5
Finance and Economics Discussion Series
5
Michigan State - Econometrics and Economic Theory
5
Cahiers de recherche
4
International economic review
4
Journal of International Money and Finance
4
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4
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ECONIS (ZBW)
370
RePEc
202
OLC EcoSci
89
EconStor
13
BASE
12
Other ZBW resources
5
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121
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
122
The long memory of the forward premium
Baillie, Richard
- In:
Journal of international money and finance
13
(
1994
)
5
,
pp. 565-571
Persistent link: https://www.econbiz.de/10001171001
Saved in:
123
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:
124
Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
Saved in:
125
Dan Nelson remembered
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 361-364
Persistent link: https://www.econbiz.de/10001190316
Saved in:
126
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
127
Intra-day and inter-market volatility in foreign exchange rates
Baillie, Richard
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 565-585
Persistent link: https://www.econbiz.de/10001114302
Saved in:
128
Les modèles ARCH en finance : un point sur la théorie et les résultats empiriques
Bollerslev, Tim
(
contributor
)
- In:
Annales d'économie et de statistique
(
1991
),
pp. 1-59
Persistent link: https://www.econbiz.de/10001124288
Saved in:
129
Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
Bollerslev, Tim
- In:
Econometric reviews
11
(
1992
)
2
,
pp. 143-172
Persistent link: https://www.econbiz.de/10001128478
Saved in:
130
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:
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