//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Bollerslev, Tim"
~person:"Egger, Peter"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
19
Volatilität
19
Theorie
9
Theory
9
Capital income
8
Estimation
8
Kapitaleinkommen
8
Schätzung
8
Estimation theory
6
Forecasting model
6
Prognoseverfahren
6
Schätztheorie
6
ARCH model
5
ARCH-Modell
5
Time series analysis
5
Zeitreihenanalyse
5
High-frequency data
4
Market microstructure
4
Marktmikrostruktur
4
Method of moments
4
Momentenmethode
4
Stochastic process
4
Stochastischer Prozess
4
Börsenkurs
3
Noise Trading
3
Noise trading
3
Share price
3
Statistical distribution
3
Statistische Verteilung
3
USA
3
United States
3
Aktienindex
2
Aktienmarkt
2
Analysis of variance
2
Auslandsinvestition
2
CAPM
2
Correlation
2
Exchange rate
2
Forecasting
2
Foreign investment
2
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
26
Systematic review
1
Übersichtsarbeit
1
Language
All
English
Author
All
Bollerslev, Tim
Egger, Peter
Phillips, Peter C. B.
66
Linton, Oliver
46
Lee, Lung-fei
35
Taylor, Robert
32
Li, Qi
30
Ghysels, Eric
29
Robinson, Peter M.
29
Su, Liangjun
28
Pesaran, M. Hashem
27
Hsiao, Cheng
26
Park, Joon Y.
26
Gao, Jiti
25
Aït-Sahalia, Yacine
24
Gouriéroux, Christian
24
White, Halbert
24
Yu, Jun
24
Chen, Songnian
23
Chen, Xiaohong
23
Koop, Gary
23
Swanson, Norman R.
23
Renault, Eric
22
Timmermann, Allan
22
McAleer, Michael
21
Schmidt, Peter
21
Todorov, Viktor
21
Xiao, Zhijie
21
Baltagi, Badi H.
20
Dufour, Jean-Marie
20
Lewbel, Arthur
20
Tauchen, George Eugene
20
Bai, Jushan
19
Andrews, Donald W. K.
18
Corradi, Valentina
18
Diebold, Francis X.
18
Horowitz, Joel
18
Ng, Serena
18
Slottje, Daniel Jonathan
18
Cai, Zongwu
17
Dijk, Herman K. van
17
more ...
less ...
Published in...
All
Journal of econometrics
The world economy : the leading journal on international economic relations
37
Economics letters
17
Journal of international economics
12
European economic review : EER
11
Review of international economics
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of applied econometrics
8
International tax and public finance
7
The journal of finance : the journal of the American Finance Association
7
Regional science & urban economics
6
Review of world economics
6
The Canadian journal of economics
6
American economic journal : a journal of the American Economic Association
5
Econometric reviews
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of financial economics
5
Journal of international money and finance
5
The review of economics and statistics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Empirica : journal of european economics
4
European journal of political economy
4
Journal of economic behavior & organization : JEBO
4
Journal of public economics
4
Oxford bulletin of economics and statistics
4
Oxford economic papers
4
The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
4
Aussenwirtschaft : schweizerische Zeitschrift für internationale Wirtschaftsbeziehungen ; the Swiss review of international economic relations
3
Austrian economic quarterly
3
Economic policy : a European forum
3
Economica
3
FinanzArchiv : public finance analysis
3
International economic review
3
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
3
Journal of empirical finance
3
The American economic review
3
CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
2
China economic journal : the official journal of the China Center for Economic Research (CCER) at Peking University
2
Economic inquiry : journal of the Western Economic Association International
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
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:
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:
5
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
6
Determinants of firm-level domestic sales and exports with spillovers : evidence from China
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 184-201
Persistent link: https://www.econbiz.de/10011897671
Saved in:
7
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011610646
Saved in:
8
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
9
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
10
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->