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subject:"Deutschland"
type_genre:"Article in journal"
~person:"Bollerslev, Tim"
~subject:"1992-1993"
~subject:"CAPM"
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Deutschland
1992-1993
CAPM
Theorie
40
Theory
40
Volatility
20
Volatilität
20
USA
13
United States
13
Estimation
12
Schätzung
12
Capital income
11
Forecasting model
11
Kapitaleinkommen
11
Prognoseverfahren
11
Exchange rate
9
Wechselkurs
9
Deutsche Mark
8
Time series analysis
8
Zeitreihenanalyse
8
Devisenmarkt
7
Estimation theory
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Foreign exchange market
7
Schätztheorie
7
US dollar
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6
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Börsenkurs
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Germany
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Japan
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3
Statistical distribution
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Article in journal
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11
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4
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4
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4
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1
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English
11
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Bollerslev, Tim
Jarrow, Robert A.
27
Madan, Dilip B.
22
Hansen, Lars Peter
17
Ferson, Wayne E.
16
Zhou, Guofu
16
Cochrane, John H.
14
Bossaerts, Peter L.
13
Harvey, Campbell R.
13
Levy, Haim
13
Renault, Eric
13
Fabozzi, Frank J.
12
Fama, Eugene F.
12
Lee, Cheng F.
12
Zin, Stanley E.
12
Chiarella, Carl
11
Duffie, Darrell
11
Funke, Michael
11
Shanken, Jay
11
Stambaugh, Robert F.
11
Berthold, Norbert
10
Campbell, John Y.
10
Detemple, Jérôme B.
10
Epstein, Larry G.
10
Faff, Robert W.
10
He, Xue-zhong
10
Hens, Thorsten
10
Jagannathan, Ravi
10
Kan, Raymond
10
Kraft, Kornelius
10
Longstaff, Francis A.
10
Wei, K. C. John
10
Zhang, Lu
10
Bekaert, Geert
9
Boyle, Phelim P.
9
Kubler, Felix
9
Li, Kai
9
Lioui, Abraham
9
MacDonald, Ronald
9
Nielsen, Lars Tyge
9
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The journal of finance : the journal of the American Finance Association
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
NBER reporter online
1
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ECONIS (ZBW)
11
Showing
1
-
10
of
11
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date (oldest first)
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
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:
3
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:
4
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:
5
Analytical evaluation of volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
International economic review
45
(
2004
)
4
,
pp. 1079-1110
Persistent link: https://www.econbiz.de/10002427616
Saved in:
6
Measuring and modeling systematic risk in factor pricing models using high-frequency data
Bollerslev, Tim
;
Zhang, Benjamin Y. B.
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 533-558
Persistent link: https://www.econbiz.de/10001806961
Saved in:
7
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:
8
Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
Saved in:
9
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 975-1005
Persistent link: https://www.econbiz.de/10001225624
Saved in:
10
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:
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