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person:"Bollerslev, Tim"
subject:"Volatility"
~language:"eng"
~subject:"Schätztheorie"
~type:"article"
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Estimation theory
18
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8
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7
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7
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Bollerslev, Tim
Phillips, Peter C. B.
94
Baltagi, Badi H.
68
Lee, Lung-fei
68
Li, Qi
65
Linton, Oliver
57
Ullah, Aman
56
Andrews, Donald W. K.
53
Newey, Whitney K.
53
Tsionas, Efthymios G.
49
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48
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44
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42
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41
Robinson, Peter M.
41
Ohtani, Kazuhiro
40
White, Halbert
40
Gao, Jiti
38
Chen, Songnian
36
Horowitz, Joel
35
Parmeter, Christopher F.
35
Simar, Léopold
35
Bera, Anil K.
34
McAleer, Michael
34
Hsiao, Cheng
33
Dufour, Jean-Marie
32
Fan, Yanqin
32
Hahn, Jinyong
32
Perron, Pierre
32
Bai, Jushan
31
Cai, Zongwu
31
Chen, Xiaohong
30
Florens, Jean-Pierre
30
Giles, David E. A.
30
Krämer, Walter
30
Lütkepohl, Helmut
30
Gouriéroux, Christian
29
Hansen, Bruce E.
29
Hendry, David F.
29
Westerlund, Joakim
28
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27
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5
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3
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2
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
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1
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ECONIS (ZBW)
18
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1
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
2
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
3
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
4
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011610646
Saved in:
5
High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
Saved in:
6
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:
7
Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 3-30
Persistent link: https://www.econbiz.de/10001755335
Saved in:
8
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:
9
ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10001327597
Saved in:
10
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:
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