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person:"Malley, James R."
subject:"USA"
~person:"Bollerslev, Tim"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
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USA
Schätztheorie
Estimation
38
Schätzung
38
Volatility
22
Volatilität
22
Capital income
18
Kapitaleinkommen
18
Theorie
18
Theory
18
United States
18
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11
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11
Time series analysis
11
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9
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Estimation theory
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Jumps
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Nonparametric statistics
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Malley, James R.
Bollerslev, Tim
Gupta, Rangan
52
Bahmani-Oskooee, Mohsen
31
Gil-Alaña, Luis A.
31
Caporale, Guglielmo Maria
27
Wohar, Mark E.
24
Kumbhakar, Subal
18
Heckman, James J.
15
Apergēs, Nikolaos
14
Tauchen, George Eugene
14
Hsing, Yu
13
Payne, James E.
13
Balcilar, Mehmet
12
Blundell, Richard W.
12
Cebula, Richard J.
12
Cheung, Yin-Wong
12
Gao, Jiti
12
Koop, Gary
12
Neumark, David
12
Pesaran, M. Hashem
12
Phillips, Peter C. B.
12
Sarno, Lucio
12
Su, Liangjun
12
Todorov, Viktor
12
Serletis, Apostolos
11
Tiwari, Aviral Kumar
11
Tsionas, Efthymios G.
11
Baltagi, Badi H.
10
Chang, Tsangyao
10
Diebold, Francis X.
10
Engle, Robert F.
10
Glaeser, Edward L.
10
Hamermesh, Daniel S.
10
Hess, Gregory D.
10
Koopman, Siem Jan
10
Linton, Oliver
10
McAleer, Michael
10
Miller, Stephen M.
10
Schorfheide, Frank
10
Bali, Turan G.
9
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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
3
Journal of econometrics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
The journal of finance : the journal of the American Finance Association
2
European economic review : EER
1
Journal of financial and quantitative analysis : JFQA
1
Oxford economic papers
1
The American economic review
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The Canadian journal of economics
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The review of economics and statistics
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ECONIS (ZBW)
21
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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
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:
5
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
6
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:
7
Real earnings and business cycles : new evidence
Hart, Robert A.
;
Malley, James R.
;
Woitek, Ulrich
- In:
Empirical economics : a journal of the Institute for …
37
(
2009
)
1
,
pp. 51-71
Persistent link: https://www.econbiz.de/10003868505
Saved in:
8
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
Saved in:
9
A sectoral analysis of price-setting behavior in U.S. manufacturing industries
Leith, Campbell B.
;
Malley, James R.
- In:
The review of economics and statistics
89
(
2007
)
2
,
pp. 335-342
Persistent link: https://www.econbiz.de/10003463110
Saved in:
10
Electoral uncertainty, fiscal policy and macroeconomic fluctuations
Malley, James R.
;
Philippopulos, Apostolēs
;
Woitek, Ulrich
- In:
Journal of economic dynamics & control
31
(
2007
)
3
,
pp. 1051-1080
Persistent link: https://www.econbiz.de/10003421668
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