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subject:"Time series analysis"
subject:"United States"
~person:"Bollerslev, Tim"
~person:"Watson, Mark W."
~subject:"Volatilität"
~type:"article"
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Time series analysis
United States
Volatilität
Estimation
43
Schätzung
43
Volatility
23
USA
20
Capital income
19
Kapitaleinkommen
19
Theorie
19
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19
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Nichtparametrisches Verfahren
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41
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Bollerslev, Tim
Watson, Mark W.
Gupta, Rangan
103
Gil-Alaña, Luis A.
98
Bahmani-Oskooee, Mohsen
65
Caporale, Guglielmo Maria
58
Wohar, Mark E.
42
Tiwari, Aviral Kumar
39
Chang, Tsangyao
29
Pierdzioch, Christian
29
Balcilar, Mehmet
28
Moosa, Imad A.
27
Ma, Feng
26
McAleer, Michael
26
Todorov, Viktor
25
Apergēs, Nikolaos
24
Bouri, Elie
24
McMillan, David G.
24
Xuan Vinh Vo
24
Narayan, Paresh Kumar
22
Koopman, Siem Jan
21
Serletis, Apostolos
21
Kumar, Dilip
20
Miller, Stephen M.
20
Belke, Ansgar
19
Brooks, Robert
19
Hsing, Yu
18
Lee, Chien-chiang
18
Payne, James E.
18
Hammoudeh, Shawkat
17
Hegerty, Scott W.
17
Herwartz, Helmut
17
Jawadi, Fredj
17
Kang, Sang Hoon
17
Tauchen, George Eugene
17
Asai, Manabu
16
Koop, Gary
16
Mensi, Walid
16
Rashid, Abdul
16
Salisu, Afees A.
16
Andersen, Torben
15
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Journal of econometrics
9
Journal of financial economics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical 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 American economic review
2
The journal of finance : the journal of the American Finance Association
2
The review of economics and statistics
2
Economic quarterly
1
Handbook of economic forecasting ; 1
1
International economic review
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of political economy
1
Reducing inflation : motivation and strategy
1
Symposium on developments in business cycle research
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The Oxford handbook of economic forecasting
1
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
1
The review of economic studies
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]
1
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ECONIS (ZBW)
41
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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
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Presidents and the US economy : an econometric exploration
Blinder, Alan S.
;
Watson, Mark W.
- In:
The American economic review
106
(
2016
)
4
,
pp. 1015-1045
Persistent link: https://www.econbiz.de/10011460541
Saved in:
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