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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"CREATES research paper"
~isPartOf:"Working paper"
~person:"Bollerslev, Tim"
~person:"Stambaugh, Robert F."
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Capital income
Zeitreihenanalyse
Theorie
7
Theory
7
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Share price
3
Volatility
3
Volatilität
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1990-2008
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Bollerslev, Tim
Stambaugh, Robert F.
McAleer, Michael
10
Engsted, Tom
8
Johansen, Søren
6
Podolskij, Mark
6
Grassi, Stefano
5
Haldrup, Niels
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Santucci de Magistris, Paolo
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Delle Monache, Davide
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Ergemen, Yunus Emre
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Honoré, Peter
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Lund, Jesper
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Manera, Matteo
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Mikkelsen, Hans Ole Æ.
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Nielsen, Morten Ørregaard
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Nonejad, Nima
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Proietti, Tommaso
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Psaradakis, Zacharias G.
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CREATES research paper
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14
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13
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5
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ECONIS (ZBW)
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1
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
2
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10008659419
Saved in:
3
Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
-
current version
Persistent link: https://www.econbiz.de/10000891757
Saved in:
4
Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
Persistent link: https://www.econbiz.de/10000896214
Saved in:
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