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subject:"EU-Staaten"
type:"article"
~person:"Bollerslev, Tim"
~subject:"Volatilität"
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EU-Staaten
Volatilität
Estimation
31
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31
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19
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19
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12
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Bollerslev, Tim
Gupta, Rangan
63
Bahmani-Oskooee, Mohsen
35
Belke, Ansgar
29
Caporale, Guglielmo Maria
27
Ma, Feng
26
Pierdzioch, Christian
25
Todorov, Viktor
25
Bouri, Elie
24
Gil-Alaña, Luis A.
24
McAleer, Michael
24
Xuan Vinh Vo
23
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21
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20
Balcilar, Mehmet
19
Mensi, Walid
19
Tiwari, Aviral Kumar
19
Herwartz, Helmut
18
Kang, Sang Hoon
18
Sosvilla-Rivero, Simón
17
Asai, Manabu
16
Apergēs, Nikolaos
15
Rashid, Abdul
15
Badinger, Harald
14
Brooks, Robert
14
Chiang, Thomas C.
14
Li, Jia
14
Tauchen, George Eugene
14
Wei, Yu
14
Yoon, Seong-min
14
Andersen, Torben
13
Caporin, Massimiliano
13
Hamori, Shigeyuki
13
Hegerty, Scott W.
13
Lee, Chien-chiang
13
Sehgal, Sanjay
13
Wang, Yudong
13
Wu, Xinyu
13
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13
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Journal of econometrics
8
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
3
Handbook of economic forecasting ; 1
1
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 econometrics
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
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The review of economic studies
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ECONIS (ZBW)
23
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1
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23
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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 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:
3
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
4
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:
5
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
6
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:
7
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:
8
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:
9
Volume, volatility, and public news announcements
Bollerslev, Tim
;
Li, Jia
;
Xue, Yuan
- In:
The review of economic studies
85
(
2018
)
4/305
,
pp. 2005-2041
Persistent link: https://www.econbiz.de/10012263342
Saved in:
10
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:
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