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Tails, fears and risk premia
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Volatilität
200
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98
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97
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97
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97
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Bollerslev, Tim
525
Andersen, Torben G.
182
Todorov, Viktor
166
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
21
Sizova, Natalia
16
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15
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14
Wu, Jin
14
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13
Baillie, Richard T.
12
Engle, Robert F.
12
Meddahi, Nour
12
Baillie, Richard
11
Grynkiv, Iaryna
11
Anderson, Torben G.
10
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10
Li, Sophia Zhengzi
10
Pigorsch, Christian
10
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9
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8
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8
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8
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8
Thyrsgaard, Martin
8
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7
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6
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6
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1
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1
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1
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Journal of econometrics
63
CREATES Research Papers
26
Journal of Econometrics
25
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21
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21
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20
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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
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14
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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
12
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11
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9
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8
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8
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7
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7
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7
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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
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6
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6
The review of financial studies
6
Econometrica
5
Finance and Economics Discussion Series
5
Michigan State - Econometrics and Economic Theory
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4
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ECONIS (ZBW)
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RePEc
202
OLC EcoSci
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EconStor
13
BASE
12
Other ZBW resources
5
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131
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:
132
Bid-ask spreads and volatility in the foreign exchange market : an empirical analysis
Bollerslev, Tim
- In:
Journal of international economics
36
(
1994
)
3
,
pp. 355-372
Persistent link: https://www.econbiz.de/10001163559
Saved in:
133
Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange
Baillie, Richard
- In:
Journal of international money and finance
12
(
1993
)
5
,
pp. 511-521
Persistent link: https://www.econbiz.de/10001149594
Saved in:
134
Trading patterns and prices in the interbank foreign exchange market
Bollerslev, Tim
- In:
The journal of finance : the journal of the American …
48
(
1993
)
4
,
pp. 1421-1443
Persistent link: https://www.econbiz.de/10001152108
Saved in:
135
Long-term equity anticipation securities and stock market volatility dynamics
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1996
Persistent link: https://www.econbiz.de/10000929736
Saved in:
136
A capital asset pricing model with time-varying covariances
Bollerslev, Tim
- In:
Journal of political economy
96
(
1988
)
1
,
pp. 116-131
Persistent link: https://www.econbiz.de/10001056221
Saved in:
137
Common stochastic trends in a system of exchange rates
Baillie, Richard
- In:
The journal of finance : the journal of the American …
44
(
1989
)
1
,
pp. 167-181
Persistent link: https://www.econbiz.de/10001063241
Saved in:
138
A note on the relation between consumers' expenditure and income in the United Kingdom
Bollerslev, Tim
- In:
Oxford bulletin of economics and statistics
47
(
1985
)
2
,
pp. 153-170
Persistent link: https://www.econbiz.de/10001032343
Saved in:
139
ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000899195
Saved in:
140
Modelling the persistence of conditional variances
Engle, Robert F.
- In:
Econometric reviews
5
(
1986
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10001016525
Saved in:
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