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subject:"USA"
type:"article"
~person:"Bollerslev, Tim"
~person:"Serletis, Apostolos"
~subject:"Forecasting model"
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USA
Forecasting model
Estimation
80
Schätzung
80
Theorie
38
Theory
38
Volatility
28
Volatilität
28
United States
24
Capital income
20
Kapitaleinkommen
20
Time series analysis
15
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Geldmenge
14
Money supply
14
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10
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English
32
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Bollerslev, Tim
Serletis, Apostolos
Gupta, Rangan
94
Bahmani-Oskooee, Mohsen
32
Pierdzioch, Christian
31
Wohar, Mark E.
31
Gil-Alaña, Luis A.
30
Ma, Feng
29
Caporale, Guglielmo Maria
26
McMillan, David G.
26
Zaremba, Adam
26
Wang, Yudong
22
Zhang, Yaojie
21
Moosa, Imad A.
20
Narayan, Paresh Kumar
20
Balcilar, Mehmet
19
Salisu, Afees A.
17
Marcellino, Massimiliano
16
Apergēs, Nikolaos
15
Heckman, James J.
15
McAleer, Michael
15
Nonejad, Nima
15
Bali, Turan G.
14
Hsing, Yu
14
Koopman, Siem Jan
14
Swanson, Norman R.
14
Belke, Ansgar
13
Diebold, Francis X.
13
Koop, Gary
13
Payne, James E.
13
Sarno, Lucio
13
Wei, Yu
13
Andersen, Torben
12
Cebula, Richard J.
12
Cheung, Yin-Wong
12
Chinn, Menzie David
12
Herwartz, Helmut
12
Jawadi, Fredj
12
Neumark, David
12
Pesaran, M. Hashem
12
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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 financial economics
3
Journal of applied econometrics
2
Open economies review
2
The energy journal
2
The journal of finance : the journal of the American Finance Association
2
Economic inquiry : journal of the Western Economic Association International
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
Handbook of economic forecasting ; 1
1
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Macroeconomic dynamics
1
New trends in macroeconomics : with 38 tables
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The review of financial studies
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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ECONIS (ZBW)
32
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1
Macroeconomic fluctuations in the United States : the role of monetary and fiscal policy shocks
Dery, Cosmas
;
Serletis, Apostolos
- In:
Open economies review
34
(
2023
)
5
,
pp. 961-977
Persistent link: https://www.econbiz.de/10014439842
Saved in:
2
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
3
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:
4
Shadow prices of CO2 emissions at US electric utilities : a random-coefficient, random-directional-vector directional output distance function approach
Feng, Guohua
;
Wang, Chuan
;
Serletis, Apostolos
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
1
,
pp. 231-258
Persistent link: https://www.econbiz.de/10011947508
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
Are the responses of the U.S. economy asymmetric to positive and negative money supply shocks?
Serletis, Apostolos
;
Istiak, Khandokar
- In:
Open economies review
27
(
2016
)
2
,
pp. 303-316
Persistent link: https://www.econbiz.de/10011591779
Saved in:
7
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:
8
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:
9
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:
10
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
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