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subject:"Germany"
subject:"Schätztheorie"
~person:"Bollerslev, Tim"
~person:"Hautsch, Nikolaus"
~subject:"United States"
~type_genre:"Article in journal"
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Germany
Schätztheorie
United States
Theorie
58
Theory
58
Volatility
25
Volatilität
25
Estimation
21
Schätzung
21
Capital income
15
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15
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47
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44
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23
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English
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Bollerslev, Tim
Hautsch, Nikolaus
Heckman, James J.
33
Phillips, Peter C. B.
33
Andrews, Donald W. K.
32
Newey, Whitney K.
30
Pesaran, M. Hashem
28
Li, Qi
27
Baltagi, Badi H.
26
Chavas, Jean-Paul
23
Diebold, Francis X.
23
Franses, Philip Hans
22
McAleer, Michael
22
Giles, David E. A.
21
Ohtani, Kazuhiro
21
Engle, Robert F.
20
Krämer, Walter
20
Stock, James H.
20
Christiano, Lawrence J.
19
Ullah, Aman
19
Ghysels, Eric
18
Gouriéroux, Christian
18
Granger, C. W. J.
18
Horowitz, Joel
18
Lee, Lung-fei
18
Hahn, Jinyong
17
King, Maxwell L.
17
Robinson, Peter M.
17
Uri, Noel Dean
17
West, Kenneth D.
17
Wright, Jonathan H.
17
Acemoglu, Daron
16
Attanasio, Orazio P.
16
Caporale, Guglielmo Maria
16
Glaeser, Edward L.
16
Hall, Robert Ernest
16
Imbens, Guido
16
Lesage, James P.
16
Linton, Oliver
16
Lütkepohl, Helmut
16
MacDonald, Ronald
16
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The journal of finance : the journal of the American Finance Association
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The review of economics and statistics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Econometric reviews
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
The review of economic studies
1
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ECONIS (ZBW)
23
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1
-
10
of
23
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date (newest first)
date (oldest first)
1
Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
Saved in:
2
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
3
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
4
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:
5
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus
;
Hess, Dieter
;
Veredas, David
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
Saved in:
6
Capturing common components in high-frequency financial time series : a multivariate stochastic multiplicative error model
Hautsch, Nikolaus
- In:
Journal of economic dynamics & control
32
(
2008
)
12
,
pp. 3978-4015
Persistent link: https://www.econbiz.de/10003804813
Saved in:
7
Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
Saved in:
8
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
9
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
10
Estimating the neighborhood influence on decision makers : theory and an application on the analysis of innovation decisions
Hautsch, Nikolaus
;
Klotz, Stefan
- In:
Journal of economic behavior & organization : JEBO
52
(
2003
)
1
,
pp. 97-113
Persistent link: https://www.econbiz.de/10001789306
Saved in:
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