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subject:"Schätztheorie"
subject:"Zeitreihenanalyse"
~person:"Bollerslev, Tim"
~type_genre:"Article in journal"
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Schätztheorie
Zeitreihenanalyse
Estimation
29
Schätzung
29
Volatility
22
Volatilität
22
Capital income
18
Kapitaleinkommen
18
Theorie
12
Theory
12
Börsenkurs
11
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11
USA
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United States
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Time series analysis
10
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Prognoseverfahren
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Estimation theory
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Jumps
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Nonparametric statistics
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Article
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Bollerslev, Tim
Gil-Alaña, Luis A.
81
Caporale, Guglielmo Maria
40
Gupta, Rangan
35
Tiwari, Aviral Kumar
26
Chang, Tsangyao
23
Moosa, Imad A.
20
Tauchen, George Eugene
16
Koopman, Siem Jan
15
Kumbhakar, Subal
15
Su, Liangjun
15
Bahmani-Oskooee, Mohsen
14
Gao, Jiti
13
Ramírez, Miguel D.
13
Todorov, Viktor
13
Kapetanios, George
12
Koop, Gary
12
Li, Jia
12
Narayan, Paresh Kumar
12
Ranjbar, Omid
12
Chan, Joshua
11
Kumar, Dilip
11
Linton, Oliver
11
Westerlund, Joakim
11
Wohar, Mark E.
11
Österholm, Pär
11
Lütkepohl, Helmut
10
McAleer, Michael
10
Phillips, Peter C. B.
10
Yaya, OlaOluwa S.
10
Ghysels, Eric
9
Herwartz, Helmut
9
Hsiao, Cheng
9
Lee, Lung-fei
9
Li, Qi
9
Marcellino, Massimiliano
9
McMillan, David G.
9
Miller, Stephen M.
9
Omay, Tolga
9
Baltagi, Badi H.
8
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Journal of econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International economic review
1
Journal of applied econometrics
1
Journal of financial economics
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
11
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
7
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
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
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
10
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
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