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subject:"United States"
type_genre:"Article in journal"
~person:"Bollerslev, Tim"
~person:"Lanne, Markku"
~subject:"1953-1990"
~subject:"Wechselkurs"
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Search: subject_exact:"Estimation"
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United States
1953-1990
Wechselkurs
Estimation
39
Schätzung
39
Volatility
26
Volatilität
26
Capital income
19
Kapitaleinkommen
19
USA
19
Theorie
18
Theory
18
Time series analysis
13
Zeitreihenanalyse
13
Börsenkurs
11
Forecasting model
11
Prognoseverfahren
11
Share price
11
Risikoprämie
9
Risk premium
9
High-frequency data
8
Deutschland
7
Exchange rate
7
Germany
7
Stochastic process
6
Stochastischer Prozess
6
Estimation theory
5
Japan
5
Schätztheorie
5
Statistical distribution
5
Statistische Verteilung
5
ARCH model
4
ARCH-Modell
4
CAPM
4
Deutsche Mark
4
Jumps
4
Market microstructure
4
Marktmikrostruktur
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Risiko
4
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Article
20
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Article in journal
Arbeitspapier
26
Graue Literatur
26
Non-commercial literature
26
Working Paper
26
Aufsatz in Zeitschrift
20
Aufsatz im Buch
1
Book section
1
Collection of articles written by one author
1
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1
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English
20
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Bollerslev, Tim
Lanne, Markku
Bahmani-Oskooee, Mohsen
74
Gupta, Rangan
66
Gil-Alaña, Luis A.
33
Caporale, Guglielmo Maria
30
Hsing, Yu
27
Wohar, Mark E.
27
MacDonald, Ronald
19
Tiwari, Aviral Kumar
19
Belke, Ansgar
17
Apergēs, Nikolaos
16
Balcilar, Mehmet
16
Sarno, Lucio
16
Hegerty, Scott W.
15
Pierdzioch, Christian
15
Beckmann, Joscha
14
Cheung, Yin-Wong
14
Heckman, James J.
14
Moosa, Imad A.
14
Payne, James E.
14
Salisu, Afees A.
14
Serletis, Apostolos
14
Chang, Tsangyao
13
Rahman, A. K. M. Matiur
13
Arize, Augustine Chuck
12
Cebula, Richard J.
12
Chinn, Menzie David
12
Neumark, David
12
Shahbaz, Muhammad
11
Baharumshah, Ahmad Zubaidi
10
Glaeser, Edward L.
10
Hamermesh, Daniel S.
10
Hammoudeh, Shawkat
10
Harvey, Hanafiah
10
Miller, Stephen M.
10
Mustafa, Muhammad
10
Rashid, Abdul
10
Bali, Turan G.
9
Basu, Susanto
9
Bekaert, Geert
9
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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 financial econometrics : official journal of the Society for Financial Econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of finance : the journal of the American Finance Association
2
The review of economics and statistics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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 money, credit and banking : JMCB
1
The American economic review
1
The econometrics journal
1
The review of financial studies
1
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ECONIS (ZBW)
20
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1
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10
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20
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date (oldest first)
1
A new time-varying parameter autoregressive model for U.S. inflation expectations
Lanne, Markku
;
Luoto, Jani
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
5
,
pp. 969-995
Persistent link: https://www.econbiz.de/10011946516
Saved in:
2
Noncausality and inflation persistence
Lanne, Markku
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 469-481
Persistent link: https://www.econbiz.de/10011339417
Saved in:
3
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:
4
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:
5
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:
6
Asymmetric news effects on exchange rate volatility : good vs. bad news in good vs. bad times
Laakkonen, Helinä
;
Lanne, Markku
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009514127
Saved in:
7
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
Saved in:
8
A mixture mutliplicative error model for realized volatility
Lanne, Markku
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 594-616
Persistent link: https://www.econbiz.de/10003565744
Saved in:
9
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
The American economic review
95
(
2005
)
2
,
pp. 398-404
Persistent link: https://www.econbiz.de/10003214098
Saved in:
10
Nob-linear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 251-276
Persistent link: https://www.econbiz.de/10003018967
Saved in:
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