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source:"econis"
subject:"Kapitaleinkommen"
~language:"eng"
~person:"Bollerslev, Tim"
~subject:"Panel study"
~type_genre:"Article in journal"
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Kapitaleinkommen
Panel study
Estimation
29
Schätzung
29
Volatility
22
Volatilität
22
Capital income
18
Theorie
12
Theory
12
Börsenkurs
11
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11
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Time series analysis
10
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Nonparametric statistics
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3
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Bollerslev, Tim
Gupta, Rangan
68
Zaremba, Adam
58
Narayan, Paresh Kumar
32
McMillan, David G.
31
Wohar, Mark E.
30
Apergēs, Nikolaos
28
Tiwari, Aviral Kumar
27
Lee, Chien-chiang
26
Chang, Tsangyao
25
Westerlund, Joakim
25
Sehgal, Sanjay
20
Baltagi, Badi H.
19
Pierdzioch, Christian
19
Cakici, Nusret
18
Todorov, Viktor
18
Wang, Yudong
18
Afonso, António
17
Ma, Feng
17
Balcilar, Mehmet
16
Bali, Turan G.
16
Hook, Law Siong
16
Caporale, Guglielmo Maria
15
Gil-Alaña, Luis A.
15
Kumar, Dilip
15
Bouri, Elie
14
Chiang, Thomas C.
14
Jalles, João Tovar
14
Long, Huaigang
14
Panagiōtidēs, Theodōros
14
Zhang, Yaojie
14
Su, Liangjun
13
Brooks, Robert
12
Herzer, Dierk
12
Salisu, Afees A.
12
Umutlu, Mehmet
12
Zhu, Huiming
12
Demirer, Rıza
11
Holmes, Mark J.
11
Jareño, Francisco
11
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Journal of econometrics
5
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
2
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 review of financial studies
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ECONIS (ZBW)
Showing
1
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10
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18
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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