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subject:"USA"
type:"article"
~person:"Bollerslev, Tim"
~person:"Hess, Gregory D."
~subject:"Wirtschaftskrise"
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Wirtschaftskrise
Estimation
53
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53
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24
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22
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Bollerslev, Tim
Hess, Gregory D.
Gupta, Rangan
51
Bahmani-Oskooee, Mohsen
32
Gil-Alaña, Luis A.
30
Caporale, Guglielmo Maria
25
Wohar, Mark E.
22
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14
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13
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13
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12
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12
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11
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11
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11
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11
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10
Engle, Robert F.
10
Glaeser, Edward L.
10
Hamermesh, Daniel S.
10
Stock, James H.
10
Attanasio, Orazio P.
9
Bali, Turan G.
9
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9
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9
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9
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9
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9
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9
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9
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9
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9
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9
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9
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9
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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 public economics
2
The journal of finance : the journal of the American Finance Association
2
Economic inquiry : journal of the Western Economic Association International
1
European journal of political economy
1
Intranational macroeconomics : [a collection of 12 papers discussed on a conference "associated with the book during the summer of 1998"]
1
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1
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1
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1
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1
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1
The economic analysis of terrorism
1
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1
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1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
1
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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
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:
3
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:
4
Terrorism from within: an economic model of terrorism
Blomberg, Stephen Brock
(
contributor
); …
- In:
The economic consequences of global terrorism
.
2002
Persistent link: https://www.econbiz.de/10001696417
Saved in:
5
What's in a name?
Aura, Saku
;
Hess, Gregory D.
- In:
Economic inquiry : journal of the Western Economic …
48
(
2010
)
1
,
pp. 214-227
Persistent link: https://www.econbiz.de/10003962262
Saved in:
6
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:
7
Economic conditions and terrorism
Blomberg, Stephen Brock
;
Hess, Gregory D.
;
Weerapana, Akila
- In:
The economic analysis of terrorism
,
(pp. 29-46)
.
2007
Persistent link: https://www.econbiz.de/10003426140
Saved in:
8
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
- In:
The risks of financial institutions : [...papers and …
,
(pp. 513-548)
.
2006
Persistent link: https://www.econbiz.de/10003445632
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
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
The American economic review
95
(
2005
)
2
,
pp. 398-404
Persistent link: https://www.econbiz.de/10003214098
Saved in:
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