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subject:"Deutschland"
type_genre:"Article in journal"
~person:"Bollerslev, Tim"
~subject:"Deutsche Mark"
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Deutschland
Deutsche Mark
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40
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40
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20
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20
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13
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13
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12
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Article in journal
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12
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5
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Bollerslev, Tim
MacDonald, Ronald
14
Funke, Michael
11
Berthold, Norbert
10
Kraft, Kornelius
10
Dustmann, Christian
7
Wagner, Joachim
7
Andersen, Torben
6
Bekaert, Geert
6
Caporale, Guglielmo Maria
6
Gierl, Heribert
6
Jondeau, Eric
6
Schmidt, Christoph M.
6
Seitz, Helmut
6
Taylor, Mark P.
6
Wein, Thomas
6
Zimmermann, Klaus F.
6
Bellmann, Lutz
5
Büttner, Thiess
5
Conrad, Klaus
5
Flaig, Gebhard
5
Frondel, Manuel
5
Hall, Stephen G.
5
Lehmann, Erik
5
Lütkepohl, Helmut
5
Mußhoff, Oliver
5
Schmid, Frank A.
5
Stadler, Manfred
5
Swoboda, Bernhard
5
Backhaus, Jürgen G.
4
Bauer, Hans H.
4
Bender, Stefan
4
Boeters, Stefan
4
Breuer, Wolfgang
4
Entorf, Horst
4
Evans, Martin D. D.
4
Fehr, Hans
4
FitzRoy, Felix R.
4
Genosko, Joachim
4
Glismann, Hans H.
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The journal of finance : the journal of the American Finance Association
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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 empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international economics
1
Journal of international money and finance
1
Symposium on forecasting and empirical methods in macroeconomics and finance
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ECONIS (ZBW)
12
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12
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12
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Date (oldest first)
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
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:
3
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:
4
The forward premium anomaly is not as bad as you think
Baillie, Richard
;
Bollerslev, Tim
- In:
Journal of international money and finance
19
(
2000
)
4
,
pp. 471-488
Persistent link: https://www.econbiz.de/10001496571
Saved in:
5
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
6
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
7
Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
Saved in:
8
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 975-1005
Persistent link: https://www.econbiz.de/10001225624
Saved in:
9
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:
10
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:
11
Bid-ask spreads and volatility in the foreign exchange market : an empirical analysis
Bollerslev, Tim
- In:
Journal of international economics
36
(
1994
)
3
,
pp. 355-372
Persistent link: https://www.econbiz.de/10001163559
Saved in:
12
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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