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subject:"Monetary policy"
subject:"Zinspolitik"
~person:"Bollerslev, Tim"
~subject:"Kapitaleinkommen"
~subject:"USA"
~type:"article"
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Monetary policy
Zinspolitik
Kapitaleinkommen
USA
Estimation
31
Schätzung
31
Volatility
23
Volatilität
23
Capital income
19
Theorie
12
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Bollerslev, Tim
Gupta, Rangan
104
Zaremba, Adam
58
Wohar, Mark E.
49
Gil-Alaña, Luis A.
45
Bahmani-Oskooee, Mohsen
38
Caporale, Guglielmo Maria
38
McMillan, David G.
33
Belke, Ansgar
28
Tiwari, Aviral Kumar
26
Apergēs, Nikolaos
25
Pierdzioch, Christian
25
Balcilar, Mehmet
23
Bali, Turan G.
21
Narayan, Paresh Kumar
21
Serletis, Apostolos
21
Hsing, Yu
20
Cakici, Nusret
19
Todorov, Viktor
19
Brooks, Robert
18
Ma, Feng
18
Wang, Yudong
18
Bohl, Martin T.
17
Xuan Vinh Vo
17
Chiang, Thomas C.
16
Jawadi, Fredj
16
McAleer, Michael
16
Payne, James E.
16
Salisu, Afees A.
16
Sehgal, Sanjay
16
Bouri, Elie
15
Kumar, Dilip
15
Andersen, Torben
14
Demirer, Rıza
14
Engle, Robert F.
14
Heckman, James J.
14
Long, Huaigang
14
Miller, Stephen M.
14
Siklos, Pierre L.
14
Zhang, Yaojie
14
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Journal of econometrics
6
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The journal of finance : the journal of the American Finance Association
2
Handbook of economic forecasting ; 1
1
International economic review
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
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1
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Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The review of financial studies
1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
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ECONIS (ZBW)
27
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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 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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
9
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
10
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
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