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~accessRights:"free"
~isPartOf:"CREATES research paper"
~language:"eng"
~person:"Bollerslev, Tim"
~subject:"Forecasting model"
~subject:"Share price"
~type:"book"
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Forecasting model
Share price
Börsenkurs
7
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7
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7
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7
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5
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Arbeitspapier
9
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9
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9
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Bollerslev, Tim
Christiansen, Charlotte
12
Teräsvirta, Timo
8
Christoffersen, Peter F.
7
Engsted, Tom
7
Hillebrand, Eric
6
Borup, Daniel
5
Todorov, Viktor
5
Asgharian, Hossein
4
Dias, Gustavo Fruet
4
Hou, Ai Jun
4
Lunde, Asger
4
Nyberg, Henri
4
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4
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4
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4
Violante, Francesco
4
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3
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3
Boldrini, Lorenzo
3
Bredahl Kock, Anders
3
Christensen, Bent Jesper
3
Ergemen, Yunus Emre
3
Eriksen, Jonas Nygaard
3
Exterkate, Peter
3
Grassi, Stefano
3
Hansen, Peter Reinhard
3
Jacobs, Kris
3
Kallestrup-Lamb, Malene
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Lanne, Markku
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Lee, Tae-hwy
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Silvennoinen, Annastiina
3
Timmermann, Allan
3
Voev, Valeri
3
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2
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CREATES research paper
NBER working paper series
8
NBER Working Paper
6
ERID working paper
4
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3
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3
Working paper / National Bureau of Economic Research, Inc.
2
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1
Economic Research Initiatives at Duke (ERID) Working Paper
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ECONIS (ZBW)
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1
Volatility and public news announcements
Bollerslev, Tim
;
Li, Jia
;
Xue, Yuan
-
2016
Persistent link: https://www.econbiz.de/10011524097
Saved in:
2
Daily house price indices : construction, modeling, and longer-run predictions
Bollerslev, Tim
;
Patton, Andrew J.
;
Wang, Wenjing
-
2015
-
2. version
Persistent link: https://www.econbiz.de/10010464688
Saved in:
3
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
-
2015
Persistent link: https://www.econbiz.de/10011517000
Saved in:
4
Roughing up beta : continuous vs. discontinuous betas, and the cross-section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442477
Saved in:
5
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
6
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
-
2012
Persistent link: https://www.econbiz.de/10009667370
Saved in:
7
Risk and return : long-run relationships, fractional cointegration, and return predictability
Bollerslev, Tim
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009785804
Saved in:
8
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10008659419
Saved in:
9
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
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