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~isPartOf:"Journal of econometrics"
~person:"Bollerslev, Tim"
~person:"Mumtaz, Haroon"
~subject:"Kapitaleinkommen"
~subject:"Nonparametric statistics"
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Kapitaleinkommen
Nonparametric statistics
Volatility
19
Volatilität
19
Capital income
8
Estimation
8
Schätzung
8
Forecasting model
5
Prognoseverfahren
5
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Bollerslev, Tim
Mumtaz, Haroon
Todorov, Viktor
10
Andersen, Torben
5
Mykland, Per A.
5
Tauchen, George Eugene
5
Li, Jia
4
Li, Yingying
4
Meddahi, Nour
4
Aït-Sahalia, Yacine
3
Maheu, John M.
3
Renault, Eric
3
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3
Xiu, Dacheng
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Asai, Manabu
2
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2
Boswijk, Herman Peter
2
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Dalderop, Jeroen
2
Ergemen, Yunus Emre
2
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2
Jensen, Mark J.
2
Laeven, Roger J. A.
2
Linton, Oliver
2
Maneesoonthorn, Worapree
2
Martin, Gael M.
2
McAleer, Michael
2
Paolella, Marc S.
2
Park, Joon Y.
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Patton, Andrew J.
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Polak, Pawel
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Renò, Roberto
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Wu, Jianbin
2
Yang, Xiye
2
Yu, Jun
2
Zhang, Congshan
2
Zhang, Lan
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2
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Journal of econometrics
NBER working paper series
7
NBER Working Paper
6
Working paper / National Bureau of Economic Research, Inc.
6
CREATES research paper
5
ERID working paper
5
Economic Research Initiatives at Duke (ERID) Working Paper
5
Journal of financial economics
5
Working papers / Financial Institutions Center
3
CFS working paper series
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Financial Institutions Center
2
The review of economics and statistics
2
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2
CREATES Research Paper
1
Economics letters
1
Handbook of economic forecasting ; 1
1
International economic review
1
International finance discussion papers
1
Journal of applied econometrics
1
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1
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1
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Review of finance : journal of the European Finance Association
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Symposium on forecasting and empirical methods in macroeconomics and finance
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
8
Risk, jumps and diversification
Bollerslev, Tim
;
Law, Tzuo Hann
;
Tauchen, George Eugene
- In:
Journal of econometrics
144
(
2008
)
1
,
pp. 234-256
Persistent link: https://www.econbiz.de/10003723656
Saved in:
9
No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and iid noise : theory and testable distributional implications
Andersen, Torben
;
Bollerslev, Tim
;
Dobrev, Dobrislav
- In:
Journal of econometrics
138
(
2007
)
1
,
pp. 125-180
Persistent link: https://www.econbiz.de/10003451756
Saved in:
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