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type_genre:"Article in journal"
type_genre:"Ranking"
~person:"Bollerslev, Tim"
~subject:"Börsenkurs"
~subject:"Volatility"
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Börsenkurs
Volatility
Estimation
29
Schätzung
29
Volatilität
22
Capital income
18
Kapitaleinkommen
18
Theorie
12
Theory
12
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11
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11
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10
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Bollerslev, Tim
Gupta, Rangan
82
McMillan, David G.
35
Wohar, Mark E.
35
Bahmani-Oskooee, Mohsen
34
Pierdzioch, Christian
34
Zaremba, Adam
34
Tiwari, Aviral Kumar
32
Ma, Feng
30
Narayan, Paresh Kumar
30
Gil-Alaña, Luis A.
28
Caporale, Guglielmo Maria
27
Bouri, Elie
26
McAleer, Michael
26
Balcilar, Mehmet
25
Todorov, Viktor
25
Xuan Vinh Vo
24
Lee, Chien-chiang
22
Kumar, Dilip
21
Brooks, Robert
18
Chiang, Thomas C.
18
Apergēs, Nikolaos
17
Wang, Yudong
17
Jawadi, Fredj
16
Kang, Sang Hoon
16
Mensi, Walid
16
Rashid, Abdul
16
Salisu, Afees A.
16
Zhang, Yaojie
16
Asai, Manabu
15
Demirer, Rıza
15
Wei, Yu
15
Yoon, Seong-min
15
Bali, Turan G.
14
Bohl, Martin T.
14
Cakici, Nusret
14
Li, Jia
14
Sehgal, Sanjay
14
Tauchen, George Eugene
14
Andersen, Torben
13
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Journal of econometrics
8
Journal of financial economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
International economic review
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The journal of finance : the journal of the American Finance Association
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The review of economic studies
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ECONIS (ZBW)
25
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1
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10
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25
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date (oldest first)
1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
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 semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Volume, volatility, and public news announcements
Bollerslev, Tim
;
Li, Jia
;
Xue, Yuan
- In:
The review of economic studies
85
(
2018
)
4/305
,
pp. 2005-2041
Persistent link: https://www.econbiz.de/10012263342
Saved in:
10
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:
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