//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Hess, Dieter"
subject:"Börsenkurs"
~person:"Bollerslev, Tim"
~subject:"Effizienzmarkthypothese"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Effizienzmarkthypothese
Estimation
31
Schätzung
31
Volatility
24
Volatilität
24
Capital income
19
Kapitaleinkommen
19
Share price
13
Theorie
13
Theory
13
USA
12
United States
12
Time series analysis
10
Zeitreihenanalyse
10
Forecasting model
9
Prognoseverfahren
9
Risikoprämie
9
Risk premium
9
High-frequency data
8
Deutschland
6
Germany
6
Estimation theory
5
Market microstructure
5
Marktmikrostruktur
5
Schätztheorie
5
Stochastic process
5
Stochastischer Prozess
5
Ankündigungseffekt
4
Announcement effect
4
CAPM
4
Deutsche Mark
4
Exchange rate
4
Jumps
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Risiko
4
Risk
4
Statistical distribution
4
Statistische Verteilung
4
Wechselkurs
4
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Article in journal
13
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
13
Author
All
Hess, Dieter
Bollerslev, Tim
Gupta, Rangan
54
Zaremba, Adam
31
Narayan, Paresh Kumar
28
McMillan, David G.
27
Wohar, Mark E.
26
Tiwari, Aviral Kumar
25
Gil-Alaña, Luis A.
22
Pierdzioch, Christian
20
Caporale, Guglielmo Maria
18
Chiang, Thomas C.
17
Balcilar, Mehmet
16
Ma, Feng
15
Bohl, Martin T.
14
Lee, Chien-chiang
14
Salisu, Afees A.
14
Todorov, Viktor
13
Brooks, Robert
12
Cakici, Nusret
12
Jawadi, Fredj
12
Sehgal, Sanjay
12
McAleer, Michael
11
Westerlund, Joakim
11
Zhang, Yaojie
11
Apergēs, Nikolaos
10
Bouri, Elie
10
Demirer, Rıza
10
Li, Bin
10
Narayan, Seema
10
Ryu, Doojin
10
Tauchen, George Eugene
10
Kim, Jae H.
9
Li, Jia
9
Wang, Yudong
9
Xuan Vinh Vo
9
Zhu, Huiming
9
Dai, Zhifeng
8
Kanas, Angelos
8
Kang, Sang Hoon
8
Li, Xiao
8
more ...
less ...
Published in...
All
Journal of financial economics
3
Journal of econometrics
2
European finance review : the official journal of the European Finance Association
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
4
Volume, volatility, and public news announcements
Bollerslev, Tim
;
Li, Jia
;
Xue, Yuan
- In:
The review of economic studies
85
(
2018
)
4/305
,
pp. 2005-2041
Persistent link: https://www.econbiz.de/10012263342
Saved in:
5
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
6
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
7
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
8
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
9
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
10
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->