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~subject:"Schätzung"
~person:"Bollerslev, Tim"
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Schätzung
Capital income
81
Kapitaleinkommen
81
Volatility
70
Volatilität
70
Theorie
49
Theory
49
Estimation
37
Forecasting model
31
Prognoseverfahren
31
Börsenkurs
29
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29
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22
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22
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7
Modellierung
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7
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7
Stochastischer Prozess
7
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Bollerslev, Tim
Gupta, Rangan
73
Zaremba, Adam
68
McMillan, David G.
46
Pierdzioch, Christian
36
Fitzenberger, Bernd
31
Timmermann, Allan
31
Bohl, Martin T.
30
Stambaugh, Robert F.
30
Rycx, François
29
Wohar, Mark E.
29
Bali, Turan G.
28
Pesaran, M. Hashem
28
McAleer, Michael
25
Todorov, Viktor
25
Zhou, Guofu
24
Campbell, John Y.
23
Caporale, Guglielmo Maria
23
Gil-Alaña, Luis A.
23
Nitschka, Thomas
23
Wiederhold, Simon
22
Cakici, Nusret
21
Falk, Martin
21
Narayan, Paresh Kumar
21
Ammann, Manuel
20
Hanushek, Eric Alan
20
Lochner, Lance
20
Pfeiffer, Friedhelm
20
Engle, Robert F.
19
Wagner, Joachim
19
Wang, Yudong
19
Bouri, Elie
18
Tiwari, Aviral Kumar
18
Umutlu, Mehmet
18
Borghans, Lex
17
Guidolin, Massimo
17
Hoesli, Martin
17
Ma, Feng
17
Pástor, Ľuboš
17
Bauer, Thomas K.
16
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National Bureau of Economic Research
2
Rodney L. White Center for Financial Research
1
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Journal of econometrics
5
Journal of financial economics
5
CREATES research paper
4
ERID working paper
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Finance and economics discussion series
2
NBER Working Paper
2
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2
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1
Economic Research Initiatives at Duke (ERID) Working Paper
1
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1
International economic review
1
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1
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1
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1
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1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The review of financial studies
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ECONIS (ZBW)
37
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1
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
2
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:
3
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
4
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
5
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:
6
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
7
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
8
Roughing up beta : continuous vs. discontinuous betas, and the cross-section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442477
Saved in:
9
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:
10
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
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