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~accessRights:"restricted"
~person:"Bollerslev, Tim"
~subject:"Market microstructure"
~subject:"Volatilität"
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Market microstructure
Volatilität
Marktmikrostruktur
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Volatility
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Bollerslev, Tim
Hung, Pi-Hsia
9
Ryu, Doojin
8
Bouchaud, Jean-Philippe
7
Kyle, Albert S.
7
Lien, Da-hsiang Donald
7
Lillo, Fabrizio
7
Sensoy, Ahmet
7
Li, Yingying
6
O'Hara, Maureen
6
Obižaeva, Anna
6
Lehalle, Charles-Albert
5
Mykland, Per A.
5
Pani, Sudhanshu
5
Yamamoto, Ryuichi
5
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4
Cartea, Álvaro
4
Easley, David
4
Frijns, Bart
4
Garvey, Ryan
4
Gau, Yin-feng
4
Hautsch, Nikolaus
4
Liu, Zhi
4
Nolte, Ingmar
4
Piccotti, Louis R.
4
Potiron, Yoann
4
Rime, Dagfinn
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Rosenbaum, Mathieu
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Stenfors, Alexis
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Toke, Ioane Muni
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Bormetti, Giacomo
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3
Capponi, Agostino
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Cebiroglu, Gökhan
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Journal of econometrics
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Journal of financial and quantitative analysis : JFQA
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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:
2
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:
3
Good volatility, bad volatility, and the cross section of stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Zhao, Bingzhi
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
3
,
pp. 751-781
Persistent link: https://www.econbiz.de/10012195617
Saved in:
4
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:
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