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subject:"Deutschland"
type_genre:"Article in journal"
~person:"Bollerslev, Tim"
~subject:"Foreign exchange market"
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Deutschland
Foreign exchange market
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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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12
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Bollerslev, Tim
Taylor, Mark P.
18
MacDonald, Ronald
15
Funke, Michael
11
Lyons, Richard K.
11
Berthold, Norbert
10
Evans, Martin D. D.
10
Kraft, Kornelius
10
Menkhoff, Lukas
9
Baillie, Richard
7
Dustmann, Christian
7
Gençay, Ramazan
7
Reitz, Stefan
7
Wagner, Joachim
7
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6
Bhandari, Jagdeep S.
6
Caporale, Guglielmo Maria
6
Gau, Yin-feng
6
Gierl, Heribert
6
Hall, Stephen G.
6
Schmidt, Christoph M.
6
Seitz, Helmut
6
Wein, Thomas
6
Westerhoff, Frank H.
6
Zimmermann, Klaus F.
6
Bellmann, Lutz
5
Büttner, Thiess
5
Conrad, Klaus
5
De Grauwe, Paul
5
Flaig, Gebhard
5
Frondel, Manuel
5
Harvey, John Terence
5
Kugler, Peter
5
Lehmann, Erik
5
Lütkepohl, Helmut
5
Moosa, Imad A.
5
Mußhoff, Oliver
5
Osler, Carol
5
Pierdzioch, Christian
5
Schmid, Frank A.
5
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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
2
Journal of international money and finance
2
The journal of finance : the journal of the American Finance Association
2
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international economics
1
The review of economic studies
1
The review of economics and statistics
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ECONIS (ZBW)
11
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1
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11
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11
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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
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:
5
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:
6
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:
7
The long memory of the forward premium
Baillie, Richard
- In:
Journal of international money and finance
13
(
1994
)
5
,
pp. 565-571
Persistent link: https://www.econbiz.de/10001171001
Saved in:
8
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:
9
Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange
Baillie, Richard
- In:
Journal of international money and finance
12
(
1993
)
5
,
pp. 511-521
Persistent link: https://www.econbiz.de/10001149594
Saved in:
10
Intra-day and inter-market volatility in foreign exchange rates
Baillie, Richard
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 565-585
Persistent link: https://www.econbiz.de/10001114302
Saved in:
11
Modelling the coherence in short-run nominal exchange rates : a multivariate generalized ARCH model
Bollerslev, Tim
- In:
The review of economics and statistics
72
(
1990
)
3
,
pp. 498-505
Persistent link: https://www.econbiz.de/10001093160
Saved in:
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