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subject:"Deutschland"
type_genre:"Article in journal"
~person:"Bollerslev, Tim"
~person:"Lütkepohl, Helmut"
~subject:"Capital income"
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Deutschland
Capital income
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95
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95
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30
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30
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25
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25
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Bollerslev, Tim
Lütkepohl, Helmut
Timmermann, Allan
16
Bekaert, Geert
13
Gupta, Rangan
13
Zhou, Guofu
13
Caporale, Guglielmo Maria
12
Ferson, Wayne E.
12
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11
Harvey, Campbell R.
11
Auer, Benjamin R.
10
Berthold, Norbert
10
Fabozzi, Frank J.
10
Kraft, Kornelius
10
Wang, Yudong
10
Wohar, Mark E.
10
Garcia, René
9
Gil-Alaña, Luis A.
9
MacDonald, Ronald
9
Pierdzioch, Christian
9
Stambaugh, Robert F.
9
Wagner, Niklas F.
9
Andersen, Torben
8
Asai, Manabu
8
Brooks, Robert
8
Diebold, Francis X.
8
Li, Kai
8
Richardson, Matthew
8
Satchell, Stephen
8
Brennan, Michael J.
7
Dustmann, Christian
7
Guidolin, Massimo
7
Kang, Jangkoo
7
Lee, Bong-soo
7
Madan, Dilip B.
7
Mittnik, Stefan
7
Nonejad, Nima
7
Olmo, Jose
7
Pedersen, Lasse Heje
7
Prokopczuk, Marcel
7
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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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The review of economics and statistics
2
International economic review
1
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NBER reporter online
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ECONIS (ZBW)
18
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1
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:
2
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
3
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
- In:
Review of finance : journal of the European Finance …
16
(
2012
)
1
,
pp. 31-80
Persistent link: https://www.econbiz.de/10009520608
Saved in:
4
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:
5
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
6
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
7
Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
Saved in:
8
Realized return volatility, asset pricing, and risk management
Andersen, Torben
;
Bollerslev, Tim
- In:
NBER reporter online
(
2006/2007
)
3
,
pp. 7-10
Persistent link: https://www.econbiz.de/10011366975
Saved in:
9
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
10
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
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