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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~person:"Bollerslev, Tim"
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Volatilität
Zeitreihenanalyse
Estimation
68
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68
Volatility
44
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37
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37
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28
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Bollerslev, Tim
Gil-Alaña, Luis A.
184
Caporale, Guglielmo Maria
179
Gupta, Rangan
118
McAleer, Michael
94
Koopman, Siem Jan
57
Pierdzioch, Christian
57
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53
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47
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38
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36
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36
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35
Herwartz, Helmut
33
Bouri, Elie
32
Engle, Robert F.
32
Belke, Ansgar
31
Chang, Chia-Lin
31
Kapetanios, George
31
Wohar, Mark E.
31
Caporin, Massimiliano
30
Miller, Stephen M.
30
Asai, Manabu
29
Döpke, Jörg
28
Marcellino, Massimiliano
28
Chan, Joshua
27
Gao, Jiti
27
Koop, Gary
27
Diebold, Francis X.
26
Ma, Feng
26
McMillan, David G.
26
Balcilar, Mehmet
25
Buch, Claudia M.
25
Franses, Philip Hans
25
Narayan, Paresh Kumar
25
Chang, Tsangyao
24
Mumtaz, Haroon
24
Cheung, Yin-Wong
23
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23
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ECONIS (ZBW)
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41
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
Saved in:
42
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
43
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:
44
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
45
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
Saved in:
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