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subject:"Economic convergence"
subject:"Economic growth"
~person:"Bollerslev, Tim"
~subject:"Börsenkurs"
~subject:"Cointegration"
~subject:"Kapitaleinkommen"
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Economic convergence
Economic growth
Börsenkurs
Cointegration
Kapitaleinkommen
Estimation
68
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68
Volatility
44
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44
Capital income
37
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Bollerslev, Tim
Caporale, Guglielmo Maria
174
Gil-Alaña, Luis A.
144
Gupta, Rangan
141
Narayan, Paresh Kumar
83
Zaremba, Adam
71
Belke, Ansgar
69
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63
Pierdzioch, Christian
58
McMillan, David G.
56
Pesaran, M. Hashem
55
Tiwari, Aviral Kumar
52
Wohar, Mark E.
50
Bohl, Martin T.
49
Dreger, Christian
48
Bahmani-Oskooee, Mohsen
46
Cheung, Yin-Wong
44
Hautsch, Nikolaus
40
Todorov, Viktor
40
Herwartz, Helmut
39
Shahbaz, Muhammad
39
Chang, Tsangyao
38
Timmermann, Allan
38
Bali, Turan G.
37
Woessmann, Ludger
37
Beckmann, Joscha
36
Lee, Chien-chiang
36
Pradhan, Rudra Prakash
36
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34
Feld, Lars P.
34
Herzer, Dierk
34
Rault, Christophe
34
Campbell, John Y.
33
Crespo Cuaresma, Jesús
33
Asongu, Simplice
32
Balcilar, Mehmet
31
Bouri, Elie
31
Theissen, Erik
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ECONIS (ZBW)
46
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1
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10
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46
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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
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:
6
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:
7
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:
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
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
10
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:
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