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type_genre:"Article in journal"
type_genre:"Ranking"
~person:"Kumbhakar, Subal"
~person:"Bollerslev, Tim"
~subject:"United States"
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Kumbhakar, Subal
Bollerslev, Tim
Gupta, Rangan
52
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31
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30
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ECONIS (ZBW)
15
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1
An internally consistent approach to the estimation of market power and cost efficiency with an application to U.S. banking
Tsionas, Efthymios G.
;
Malikov, Emir
;
Kumbhakar, Subal
- In:
European journal of operational research : EJOR
270
(
2018
)
2
,
pp. 747-760
Persistent link: https://www.econbiz.de/10011869442
Saved in:
2
Firm heterogeneity, persistent and transient technical inefficiency : a generalized true random-effects model
Tsionas, Efthymios G.
;
Kumbhakar, Subal
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 110-132
Persistent link: https://www.econbiz.de/10010414244
Saved in:
3
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:
4
Estimation of TFP growth : a semiparametric smooth coefficient approach
Kumbhakar, Subal
;
Sun, Kai
- In:
Empirical economics : a journal of the Institute for …
43
(
2012
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009582170
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
11
Factor productivity and technical change
Kumbhakar, Subal
- In:
Applied economics letters
10
(
2003
)
5
,
pp. 291-297
Persistent link: https://www.econbiz.de/10001749031
Saved in:
12
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
Saved in:
13
Order flow and the bid-ask spread : an empirical probability model of screen-based trading
Bollerslev, Tim
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1471-1491
Persistent link: https://www.econbiz.de/10001222036
Saved in:
14
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:
15
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
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