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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Bollerslev, Tim"
~subject:"United States"
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Capital income
Zeitreihenanalyse
United States
Theorie
11
Theory
11
Volatility
7
Volatilität
7
USA
4
Estimation
3
Exchange rate
3
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1992-1993
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Bollerslev, Tim
Phillips, Peter C. B.
16
Koop, Gary
10
Aït-Sahalia, Yacine
7
Swanson, Norman R.
7
Yu, Jun
7
Diebold, Francis X.
6
Ferson, Wayne E.
6
Mariano, Roberto S.
6
Schwartz, Eduardo S.
6
Xiao, Zhijie
6
Andersen, Torben
5
Chen, Xiaohong
5
Hallin, Marc
5
Linton, Oliver
5
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5
Stambaugh, Robert F.
5
Steel, Mark F. J.
5
Stein, Jeremy C.
5
Taylor, Robert
5
Teräsvirta, Timo
5
Timmermann, Allan
5
Todorov, Viktor
5
Baillie, Richard
4
Barigozzi, Matteo
4
Bekaert, Geert
4
Chen, Rong
4
Engle, Robert F.
4
Fan, Yanqin
4
Franses, Philip Hans
4
Gonzalo, Jesús
4
Hansen, Lars Peter
4
Hong, Harrison G.
4
Hong, Yongmiao
4
Jagannathan, Ravi
4
Liao, Yuan
4
Lo, Andrew W.
4
Longstaff, Francis A.
4
Lütkepohl, Helmut
4
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Journal of econometrics
The journal of finance : the journal of the American Finance Association
NBER working paper series
6
Working paper / National Bureau of Economic Research, Inc.
6
ERID working paper
5
NBER Working Paper
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economic Research Initiatives at Duke (ERID) Working Paper
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CREATES research paper
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The review of economics and statistics
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Handbook of econometrics ; Vol. 4
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Review of finance : journal of the European Finance Association
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Symposium on forecasting and empirical methods in macroeconomics and finance
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ECONIS (ZBW)
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1
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
2
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
3
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
4
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:
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
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