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subject:"Wechselkurs"
type_genre:"Article in journal"
~person:"Bollerslev, Tim"
~subject:"United States"
~subject:"Zeitreihenanalyse"
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Wechselkurs
United States
Zeitreihenanalyse
Estimation
29
Schätzung
29
Volatility
22
Volatilität
22
Capital income
18
Kapitaleinkommen
18
Theorie
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Article in journal
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Bollerslev, Tim
Gil-Alaña, Luis A.
94
Bahmani-Oskooee, Mohsen
86
Gupta, Rangan
83
Caporale, Guglielmo Maria
55
Tiwari, Aviral Kumar
35
Wohar, Mark E.
33
Chang, Tsangyao
29
Hsing, Yu
27
Moosa, Imad A.
27
Balcilar, Mehmet
22
MacDonald, Ronald
19
Pierdzioch, Christian
18
Salisu, Afees A.
18
Apergēs, Nikolaos
17
Belke, Ansgar
17
Koopman, Siem Jan
17
McAleer, Michael
17
McMillan, David G.
17
Narayan, Paresh Kumar
17
Sarno, Lucio
17
Serletis, Apostolos
17
Beckmann, Joscha
16
Miller, Stephen M.
16
Payne, James E.
16
Cheung, Yin-Wong
15
Hegerty, Scott W.
15
Arize, Augustine Chuck
14
Heckman, James J.
14
Shahbaz, Muhammad
14
Tauchen, George Eugene
14
Österholm, Pär
14
Koop, Gary
13
Rahman, A. K. M. Matiur
13
Ramírez, Miguel D.
13
Swanson, Norman R.
13
Baharumshah, Ahmad Zubaidi
12
Cebula, Richard J.
12
Chan, Joshua
12
Chinn, Menzie David
12
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Journal of econometrics
5
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 business & economic statistics : JBES ; a publication of the American Statistical Association
2
The journal of finance : the journal of the American Finance Association
2
International economic review
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
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Symposium on forecasting and empirical methods in macroeconomics and finance
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ECONIS (ZBW)
19
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10
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19
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1
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:
2
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:
3
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:
4
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
5
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:
6
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:
7
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
Saved in:
8
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:
9
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:
10
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:
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