//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Schätzung"
type_genre:"Übersichtsarbeit"
~person:"Bollerslev, Tim"
~subject:"Macroeconomics"
~type_genre:"Article in journal"
~type_genre:"Einführung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Macroeconomics
Theorie
42
Theory
42
Volatility
21
Volatilität
21
USA
14
United States
14
Estimation
12
Forecasting model
12
Prognoseverfahren
12
Capital income
11
Kapitaleinkommen
11
Exchange rate
9
Time series analysis
9
Wechselkurs
9
Zeitreihenanalyse
9
Deutsche Mark
8
Devisenmarkt
7
Estimation theory
7
Foreign exchange market
7
Schätztheorie
7
CAPM
6
US dollar
6
US-Dollar
6
Welt
6
World
6
ARCH model
5
ARCH-Modell
5
Börsenkurs
5
Risikoprämie
5
Risk premium
5
Share price
5
Deutschland
4
Germany
4
1992-1993
3
Japan
3
Risiko
3
Risk
3
Statistical distribution
3
Statistische Verteilung
3
more ...
less ...
Type of publication
All
Article
12
Book / Working Paper
1
Type of publication (narrower categories)
All
Übersichtsarbeit
Article in journal
Einführung
Aufsatz in Zeitschrift
13
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Aufsatzsammlung
1
Collection of articles of several authors
1
Festschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
13
Author
All
Bollerslev, Tim
Gil-Alaña, Luis A.
35
Caporale, Guglielmo Maria
28
Kumbhakar, Subal
25
Serletis, Apostolos
25
Gupta, Rangan
22
Bahmani-Oskooee, Mohsen
18
Moosa, Imad A.
15
Palley, Thomas I.
15
Wohar, Mark E.
15
Chang, Tsangyao
14
Koopman, Siem Jan
14
Peel, David
14
Semmler, Willi
14
Engsted, Tom
13
Gallegati, Mauro
13
Taylor, Mark P.
13
Apergēs, Nikolaos
12
Creedy, John
12
Fabozzi, Frank J.
12
Ghysels, Eric
12
Jawadi, Fredj
12
Koop, Gary
12
MacDonald, Ronald
12
Pesaran, M. Hashem
12
Phillips, Peter C. B.
12
Tsionas, Efthymios G.
12
Tzavalis, Elias
12
Blundell, Richard W.
11
Chan, Joshua
11
Engel, Charles
11
Frankel, Jeffrey A.
11
Franses, Philip Hans
11
Hautsch, Nikolaus
11
McAleer, Michael
11
Pierdzioch, Christian
11
Asai, Manabu
10
Belzil, Christian
10
Brooks, Robert
10
Chavas, Jean-Paul
10
more ...
less ...
Published in...
All
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 applied econometrics
2
The journal of finance : the journal of the American Finance Association
2
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
5
Special issue: Forecast uncertainty in macroeconomics and finance
Bollerslev, Tim
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008667511
Saved in:
6
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:
7
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:
8
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:
9
The forward premium anomaly is not as bad as you think
Baillie, Richard
;
Bollerslev, Tim
- In:
Journal of international money and finance
19
(
2000
)
4
,
pp. 471-488
Persistent link: https://www.econbiz.de/10001496571
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->