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subject:"Volatilität"
~person:"Bali, Turan G."
~person:"Bollerslev, Tim"
~subject:"Exchange rate"
~type:"article"
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Volatilität
Exchange rate
Estimation
53
Schätzung
53
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35
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35
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33
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Bali, Turan G.
Bollerslev, Tim
Gupta, Rangan
65
Bahmani-Oskooee, Mohsen
64
Pierdzioch, Christian
26
Ma, Feng
25
McAleer, Michael
24
Todorov, Viktor
24
Wohar, Mark E.
24
Bouri, Elie
23
Tiwari, Aviral Kumar
22
Xuan Vinh Vo
22
Caporale, Guglielmo Maria
21
Kumar, Dilip
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20
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18
Gil-Alaña, Luis A.
18
MacDonald, Ronald
18
Asai, Manabu
16
Hsing, Yu
16
Kang, Sang Hoon
16
Mensi, Walid
16
Rashid, Abdul
16
Beckmann, Joscha
15
Zhu, Huiming
15
Brooks, Robert
14
Hegerty, Scott W.
14
Li, Jia
14
Salisu, Afees A.
14
Tauchen, George Eugene
14
Wei, Yu
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Yoon, Seong-min
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Andersen, Torben
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Apergēs, Nikolaos
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Chiang, Thomas C.
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McMillan, David G.
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Narayan, Paresh Kumar
13
Wang, Yudong
13
Demirer, Rıza
12
Hammoudeh, Shawkat
12
Lee, Chien-chiang
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Journal of econometrics
8
Journal of financial economics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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2
Journal of financial and quantitative analysis : JFQA
2
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Symposium on forecasting and empirical methods in macroeconomics and finance
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ECONIS (ZBW)
35
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35
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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
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
7
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:
8
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:
9
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:
10
Unusual news flow and the cross section of stock returns
Bali, Turan G.
;
Bodnaruk, Andrij
;
Scherbina, Anna
;
Tang, Yi
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4137-4155
Persistent link: https://www.econbiz.de/10011921496
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