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subject:"Share price"
subject:"World"
~person:"Bollerslev, Tim"
~subject:"Kapitaleinkommen"
~type:"article"
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Estimation
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Bollerslev, Tim
Gupta, Rangan
98
Zaremba, Adam
60
Wohar, Mark E.
43
Gil-Alaña, Luis A.
37
McMillan, David G.
37
Narayan, Paresh Kumar
35
Pierdzioch, Christian
35
Tiwari, Aviral Kumar
33
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31
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29
Xuan Vinh Vo
29
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28
Bouri, Elie
28
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28
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27
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24
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24
Todorov, Viktor
23
Zhang, Yaojie
23
Bahmani-Oskooee, Mohsen
22
Salisu, Afees A.
22
Schneider, Friedrich
21
Bali, Turan G.
20
Chiang, Thomas C.
20
Kumar, Dilip
20
Cakici, Nusret
19
Demirer, Rıza
19
MacDonald, Ronald
19
McAleer, Michael
19
Kang, Sang Hoon
18
Mensi, Walid
18
Rose, Andrew
18
Sehgal, Sanjay
18
Shahbaz, Muhammad
18
Zhu, Huiming
18
Bohl, Martin T.
17
Brooks, Robert
17
Jawadi, Fredj
17
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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
2
Handbook of economic forecasting ; 1
1
International economic review
1
Journal of applied econometrics
1
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1
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1
Journal of financial econometrics
1
Journal of international money and finance
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Symposium on forecasting and empirical methods in macroeconomics and finance
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
23
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23
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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
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:
9
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:
10
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:
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