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subject:"Volatility"
subject:"Yield curve"
~language:"eng"
~person:"Bollerslev, Tim"
~subject:"Panel"
~type:"article"
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Volatility
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31
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12
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Bollerslev, Tim
Gupta, Rangan
78
Bahmani-Oskooee, Mohsen
41
Apergēs, Nikolaos
32
Lee, Chien-chiang
28
Narayan, Paresh Kumar
28
Chang, Tsangyao
27
Wohar, Mark E.
27
Ma, Feng
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Tiwari, Aviral Kumar
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Baltagi, Badi H.
25
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Todorov, Viktor
25
Bouri, Elie
24
Pierdzioch, Christian
24
Balcilar, Mehmet
23
Westerlund, Joakim
23
Xuan Vinh Vo
23
Gil-Alaña, Luis A.
22
Kumar, Dilip
20
Mensi, Walid
20
Afonso, António
19
McMillan, David G.
19
Rashid, Abdul
19
Kang, Sang Hoon
18
Jalles, João Tovar
17
Yoon, Seong-min
17
Asai, Manabu
16
Chiang, Thomas C.
16
Hammoudeh, Shawkat
16
Herwartz, Helmut
16
Jawadi, Fredj
16
Panagiōtidēs, Theodōros
16
Zhu, Huiming
16
Belke, Ansgar
15
Brooks, Robert
15
Hook, Law Siong
15
Su, Chi-Wei
15
Tauchen, George Eugene
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Journal of econometrics
8
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
3
Handbook of economic forecasting ; 1
1
International economic review
1
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Symposium on forecasting and empirical methods in macroeconomics and finance
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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
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:
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
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:
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